Calamos Market Neutral Income Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
PRINCIPAL AMOUNT | VALUE | |||||||||
CONVERTIBLE BONDS (31.7%) | ||||||||||
Communication Services (4.4%) | ||||||||||
50,000,000 | EUR | America Movil, BV 0.000%, 03/02/24 | $ | 55,286,246 | ||||||
Bandwidth, Inc. | ||||||||||
15,000,000 | 0.250%, 03/01/26~ | 10,092,600 | ||||||||
7,500,000 | 0.500%, 04/01/28 | 4,291,725 | ||||||||
Bilibili, Inc. | ||||||||||
27,500,000 | 0.500%, 12/01/26~* | 19,371,825 | ||||||||
12,000,000 | 1.375%, 04/01/26~ | 14,901,840 | ||||||||
5,000,000 | 1.250%, 06/15/27^ | 5,098,950 | ||||||||
25,000,000 | EUR | Cellnex Telecom, SA 1.500%, 01/16/26 | 37,813,539 | |||||||
1,000,000,000 | JPY | CyberAgent, Inc. 0.000%, 02/19/25 | 8,298,838 | |||||||
Eventbrite, Inc. | ||||||||||
2,500,000 | 5.000%, 12/01/25 | 2,782,775 | ||||||||
1,953,000 | 0.750%, 09/15/26 | 1,531,308 | ||||||||
| 5,000,000 | | Fubotv, Inc. 3.250%, 02/15/26 |
| 1,778,100 |
| ||||
iQIYI, Inc. | ||||||||||
20,000,000 | 2.000%, 04/01/25 | 16,307,200 | ||||||||
19,667,000 | 4.000%, 12/15/26 | 13,041,581 | ||||||||
JOYY, Inc. | ||||||||||
10,000,000 | 1.375%, 06/15/26 | 8,260,400 | ||||||||
10,000,000 | 0.750%, 06/15/25^ | 9,191,600 | ||||||||
27,500,000 | Lyft, Inc.~ 1.500%, 05/15/25 | 23,946,725 | ||||||||
10,000,000 | Marathon Digital Holdings, Inc.* 1.000%, 12/01/26 | 3,968,600 | ||||||||
20,000,000 | Match Group Financeco 2, Inc.~*^ 0.875%, 06/15/26 | 21,755,400 | ||||||||
| 15,000,000 | | Match Group Financeco 3, Inc.~* 2.000%, 01/15/30 |
| 17,008,500 |
| ||||
2,500,000 | Radius Global Infrastructure, Inc.* 2.500%, 09/15/26 | 2,409,150 | ||||||||
Sea, Ltd.~ | ||||||||||
80,040,000 | 0.250%, 09/15/26^ | 59,404,888 | ||||||||
9,614,000 | 1.000%, 12/01/24 | 15,386,149 | ||||||||
7,500,000 | 2.375%, 12/01/25 | 8,857,800 | ||||||||
Snap, Inc.~ | ||||||||||
55,000,000 | 0.125%, 03/01/28* | 37,442,900 | ||||||||
52,897,000 | 0.000%, 05/01/27^ | 37,395,005 | ||||||||
24,970,000 | 0.750%, 08/01/26^ | 21,980,841 | ||||||||
10,000,000 | 0.250%, 05/01/25 | 9,211,100 | ||||||||
TechTarget, Inc. | ||||||||||
20,000,000 | 0.000%, 12/15/26* | 16,247,000 | ||||||||
7,500,000 | 0.125%, 12/15/25 | 8,440,800 | ||||||||
15,000,000 | TripAdvisor, Inc. 0.250%, 04/01/26 | 11,801,400 | ||||||||
Twitter, Inc.~ | ||||||||||
115,000,000 | 0.000%, 03/15/26 | 105,572,300 | ||||||||
39,000,000 | 0.250%, 06/15/24 | 39,719,550 | ||||||||
23,367,000 | Vonage Holdings Corp.& 1.750%, 06/01/24 | 31,307,340 | ||||||||
19,250,000 | World Wrestling Entertainment, Inc.~ 3.375%, 12/15/23 | 53,838,978 | ||||||||
12,500,000 | Ziff Davis, Inc.*^ 1.750%, 11/01/26 | 12,672,000 | ||||||||
18,000,000 | Zillow Group, Inc. 0.750%, 09/01/24~ | 19,368,900 |
PRINCIPAL AMOUNT | VALUE | |||||||||
15,000,000 | 1.375%, 09/01/26 | $ | 15,994,800 | |||||||
|
|
| ||||||||
781,778,653 | ||||||||||
|
|
| ||||||||
Consumer Discretionary (6.1%) | ||||||||||
7,000,000 | 2U, Inc. 2.250%, 05/01/25 | 5,699,400 | ||||||||
91,893,000 | Airbnb, Inc.~ 0.000%, 03/15/26 | 80,191,345 | ||||||||
5,000,000 | American Eagle Outfitters, Inc.~ 3.750%, 04/15/25 | 8,032,200 | ||||||||
15,000,000 | Carnival Corp.~ 5.750%, 04/01/23 | 17,207,550 | ||||||||
3,009,000 | Cheesecake Factory, Inc. 0.375%, 06/15/26 | 2,376,929 | ||||||||
Chegg, Inc. | ||||||||||
13,457,000 | 0.125%, 03/15/25 | 11,726,968 | ||||||||
12,500,000 | 0.000%, 09/01/26 | 9,414,125 | ||||||||
7,500,000 | Cracker Barrel Old Country Store, Inc. 0.625%, 06/15/26 | 6,366,225 | ||||||||
Delivery Hero, SE | ||||||||||
20,000,000 | EUR | 1.500%, 01/15/28 | 14,590,986 | |||||||
15,000,000 | EUR | 1.000%, 01/23/27 | 13,076,513 | |||||||
22,900,000 | Dicks Sporting Goods, Inc.~ 3.250%, 04/15/25 | 66,445,724 | ||||||||
75,956,000 | Draftkings, Inc.~ 0.000%, 03/15/28 | 45,929,074 | ||||||||
Etsy, Inc.~ | ||||||||||
60,000,000 | 0.250%, 06/15/28 | 48,681,600 | ||||||||
30,000,000 | 0.125%, 10/01/26^ | 42,009,900 | ||||||||
25,000,000 | Farfetch, Ltd.~ 3.750%, 05/01/27 | 22,611,000 | ||||||||
30,000,000 | Fiverr International, Ltd.~^ 0.000%, 11/01/25 | 23,481,900 | ||||||||
10,000,000 | Ford Motor Company 0.000%, 03/15/26 | 10,680,100 | ||||||||
6,500,000 | Groupon, Inc. 1.125%, 03/15/26 | 4,169,360 | ||||||||
15,000,000 | Guess?, Inc.~ 2.000%, 04/15/24 | 15,177,450 | ||||||||
10,000,000 | Li Auto, Inc. 0.250%, 05/01/28 | 13,345,900 | ||||||||
62,500,000 | Lucid Group, Inc.~* 1.250%, 12/15/26 | 39,513,750 | ||||||||
13,000,000 | Luminar Technologies, Inc.* 1.250%, 12/15/26 | 7,789,470 | ||||||||
7,000,000 | Marriott Vacations Worldwide Corp. 0.000%, 01/15/26 | 7,004,200 | ||||||||
20,000,000 | Meituan 0.000%, 04/27/27 | 17,203,600 | ||||||||
12,500,000 | MercadoLibre, Inc.~^ 2.000%, 08/15/28 | 24,510,375 | ||||||||
7,500,000 | National Vision Holdings, Inc. 2.500%, 05/15/25 | 8,747,400 | ||||||||
20,000,000 | NCL Corp. Ltd.* 2.500%, 02/15/27 | 14,166,000 | ||||||||
20,000,000 | NCL Corp., Ltd. - Class C~*^ 1.125%, 02/15/27 | 13,718,800 | ||||||||
NIO, Inc. | ||||||||||
10,199,000 | 0.500%, 02/01/27 | 7,654,656 | ||||||||
10,000,000 | 0.000%, 02/01/26 | 8,474,100 | ||||||||
20,000,000 | GBP | Ocado Group, PLC 0.750%, 01/18/27 | 17,000,486 |
See accompanying Notes to Schedule of Investments
1
Calamos Market Neutral Income Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
PRINCIPAL AMOUNT | VALUE | |||||||||
47,500,000 | Peloton Interactive, Inc.~ 0.000%, 02/15/26 | $ | 31,409,850 | |||||||
Pinduoduo, Inc. | ||||||||||
17,000,000 | 0.000%, 12/01/25 | 15,194,940 | ||||||||
6,750,000 | 0.000%, 10/01/24 | 8,824,005 | ||||||||
5,000,000 | Porch Group, Inc.* 0.750%, 09/15/26 | 2,485,600 | ||||||||
| 5,287,000 | | Quotient Technology, Inc. 1.750%, 12/01/22 |
| 5,025,928 |
| ||||
Royal Caribbean Cruises, Ltd. | ||||||||||
22,916,000 | 4.250%, 06/15/23~ | 22,473,492 | ||||||||
10,000,000 | 2.875%, 11/15/23 | 9,292,500 | ||||||||
| 10,245,000 | | Shake Shack, Inc. 0.000%, 03/01/28 |
| 7,239,219 |
| ||||
| 10,833,000 | | Stride, Inc. 1.125%, 09/01/27 |
| 11,446,689 |
| ||||
| 16,822,000 | | Tesla, Inc.~ 2.000%, 05/15/24 |
| 241,705,225 |
| ||||
| 7,764,000 | | Vail Resorts, Inc.^ 0.000%, 01/01/26 |
| 7,057,631 |
| ||||
| 11,632,000 | | Vroom, Inc. 0.750%, 07/01/26 |
| 2,956,389 |
| ||||
Wayfair, Inc.~ | ||||||||||
35,000,000 | 1.000%, 08/15/26^ | 24,245,550 | ||||||||
29,821,000 | 1.125%, 11/01/24 | 25,443,874 | ||||||||
17,590,000 | 0.625%, 10/01/25 | 11,989,872 | ||||||||
| 12,500,000 | | Winnebago Industries, Inc. 1.500%, 04/01/25 |
| 14,322,250 |
| ||||
|
|
| ||||||||
1,068,110,100 | ||||||||||
|
|
| ||||||||
Consumer Staples (0.2%) | ||||||||||
| 11,500,000 | | Beauty Health Company* 1.250%, 10/01/26 |
| 9,565,930 |
| ||||
| 36,755,000 | | Beyond Meat, Inc. 0.000%, 03/15/27 |
| 14,624,080 |
| ||||
| 15,000,000 | | Herbalife Nutrition, Ltd. 2.625%, 03/15/24 |
| 13,700,250 |
| ||||
| 610,000,000 | | JPY | Yaoko Company, Ltd. 0.000%, 06/20/24 |
| 5,136,305 |
| |||
|
|
| ||||||||
43,026,565 | ||||||||||
|
|
| ||||||||
Energy (0.9%) | ||||||||||
| 71,500,000 | | Pioneer Natural Resources Company~ 0.250%, 05/15/25 |
| 163,721,415 |
| ||||
Financials (0.8%) | ||||||||||
| 80,800,000 | | Coinbase Global, Inc.~ 0.500%, 06/01/26 |
| 49,114,280 |
| ||||
| 8,052,000 | | GSK Finance No 3, PLC* 0.000%, 06/22/23 |
| 7,752,063 |
| ||||
| 5,000,000 | | Hope Bancorp, Inc. 2.000%, 05/15/38 |
| 4,915,200 |
| ||||
| 25,000,000 | | JPMorgan Chase exch into Ping An Ins 0.000%, 12/28/23 |
| 23,817,000 |
| ||||
10,467,000 | JPMorgan Chase Financial Company, LLC (Voya Financial, Inc.)§ 0.250%, 05/01/23 | 10,836,799 | ||||||||
| 15,000,000 | | LendingTree, Inc.^ 0.500%, 07/15/25 |
| 11,209,050 |
| ||||
| 13,000,000 | | PRA Group, Inc. 3.500%, 06/01/23 |
| 13,363,090 |
| ||||
| 10,000,000 | | SoFi Technologies, Inc.*^ 0.000%, 10/15/26 |
| 7,036,700 |
|
PRINCIPAL AMOUNT | VALUE | |||||||||
| 10,000,000 | | Upstart Holdings, Inc.* 0.250%, 08/15/26 | $ | 5,575,700 |
| ||||
|
|
| ||||||||
133,619,882 | ||||||||||
|
|
| ||||||||
Health Care (2.5%) | ||||||||||
| 15,000,000 | | Accolade, Inc. 0.500%, 04/01/26 |
| 10,893,600 |
| ||||
| 10,500,000 | | Allscripts Healthcare Solutions, Inc.~ 0.875%, 01/01/27 |
| 13,820,730 |
| ||||
| 4,000,000 | | Alphatec Holdings, Inc.* 0.750%, 08/01/26 |
| 3,249,920 |
| ||||
| 8,500,000 | | Ascendis Pharma, A/S* 2.250%, 04/01/28 |
| 7,431,635 |
| ||||
Bridgebio Pharma, Inc. | ||||||||||
10,000,000 | 2.500%, 03/15/27 | 5,567,000 | ||||||||
10,000,000 | 2.250%, 02/01/29 | 4,524,200 | ||||||||
| 3,759,000 | | Coherus Biosciences, Inc. 1.500%, 04/15/26 |
| 2,608,257 |
| ||||
| 3,500,000 | | Collegium Pharmaceutical, Inc. 2.625%, 02/15/26 |
| 3,037,895 |
| ||||
| 13,000,000 | | CONMED Corp.* 2.250%, 06/15/27 |
| 12,511,850 |
| ||||
| 3,188,000 | | CryoPort, Inc.* 0.750%, 12/01/26 |
| 2,530,475 |
| ||||
| 15,000,000 | | Dexcom, Inc.~ 0.750%, 12/01/23 |
| 30,221,100 |
| ||||
| 10,000,000 | | Envista Holdings Corp.~ 2.375%, 06/01/25 |
| 20,005,100 |
| ||||
| 5,000,000 | | Evolent Health, Inc. 1.500%, 10/15/25 |
| 6,053,150 |
| ||||
| 7,500,000 | | Global Blood Therapeutics, Inc.* 1.875%, 12/15/28 |
| 9,136,050 |
| ||||
| 5,000,000 | | Haemonetics Corp. 0.000%, 03/01/26 |
| 4,090,700 |
| ||||
Halozyme Therapeutics, Inc.~ | ||||||||||
19,000,000 | 0.250%, 03/01/27 | 17,792,930 | ||||||||
10,000,000 | 1.250%, 12/01/24 | 20,828,600 | ||||||||
Innoviva, Inc. | ||||||||||
17,000,000 | 2.500%, 08/15/25~ | 18,317,160 | ||||||||
10,000,000 | 2.125%, 03/15/28* | 8,461,800 | ||||||||
| 9,000,000 | | Insmed, Inc. 0.750%, 06/01/28 |
| 8,066,790 |
| ||||
| 10,000,000 | | Insulet Corp.^ 0.375%, 09/01/26 |
| 12,584,000 |
| ||||
| 5,000,000 | | Intercept Pharmaceuticals, Inc. 2.000%, 05/15/26 |
| 3,196,250 |
| ||||
| 11,243,000 | | Ionis Pharmaceuticals, Inc. 0.125%, 12/15/24 |
| 10,095,427 |
| ||||
Ironwood Pharmaceuticals, Inc. | ||||||||||
9,500,000 | 1.500%, 06/15/26~ | 10,158,445 | ||||||||
7,500,000 | 0.750%, 06/15/24 | 7,884,825 | ||||||||
| 24,500,000 | | Jazz Investments I, Ltd.~ 2.000%, 06/15/26 |
| 29,255,450 |
| ||||
| 20,000,000 | | Livongo Health, Inc.~^ 0.875%, 06/01/25 |
| 17,255,000 |
| ||||
| 5,000,000 | | Mesa Laboratories, Inc. 1.375%, 08/15/25 |
| 4,821,150 |
| ||||
| 10,000,000 | | NeoGenomics, Inc. 0.250%, 01/15/28 |
| 6,463,200 |
| ||||
| 7,500,000 | | Neurocrine Biosciences, Inc.~^ 2.250%, 05/15/24 |
| 9,751,275 |
| ||||
| 15,000,000 | | Novocure, Ltd. 0.000%, 11/01/25 |
| 13,154,850 |
| ||||
| 40,000,000 | | Oak Street Health, Inc.~^ 0.000%, 03/15/26 |
| 32,280,800 |
|
See accompanying Notes to Schedule of Investments
2
Calamos Market Neutral Income Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
PRINCIPAL | VALUE | |||||||||
| 12,500,000 | | Omnicell, Inc. 0.250%, 09/15/25 | $ | 15,548,500 |
| ||||
| 11,233,000 | | Pacira BioSciences, Inc. 0.750%, 08/01/25 |
| 11,594,478 |
| ||||
| 4,000,000 | | Revance Therapeutics, Inc.^ 1.750%, 02/15/27 |
| 3,375,240 |
| ||||
| 17,500,000 | | Sarepta Therapeutics, Inc.~ 1.500%, 11/15/24 |
| 25,630,850 |
| ||||
| 12,500,000 | | SmileDirectClub, Inc.* 0.000%, 02/01/26 |
| 1,990,500 |
| ||||
| 10,000,000 | | Supernus Pharmaceuticals, Inc. 0.625%, 04/01/23 |
| 9,741,100 |
| ||||
| 5,000,000 | | Tabula Rasa HealthCare, Inc. 1.750%, 02/15/26 |
| 3,535,100 |
| ||||
| 3,500,000 | | Teladoc Health, Inc. 1.250%, 06/01/27 |
| 2,636,375 |
| ||||
|
|
| ||||||||
440,101,757 | ||||||||||
|
|
| ||||||||
Industrials (1.3%) | ||||||||||
| 10,285,000 | | Air Canada^ 4.000%, 07/01/25 |
| 11,723,769 |
| ||||
| 17,500,000 | | American Airlines Group, Inc.~ 6.500%, 07/01/25 |
| 19,598,950 |
| ||||
| 15,000,000 | | Chart Industries, Inc.~* 1.000%, 11/15/24 |
| 50,234,250 |
| ||||
| 11,250,000 | | FTI Consulting, Inc.~ 2.000%, 08/15/23 |
| 18,459,112 |
| ||||
| 6,600,000 | | Greenbrier Companies, Inc. 2.875%, 04/15/28 |
| 5,916,702 |
| ||||
| 20,000,000 | | John Bean Technologies Corp.~ 0.250%, 05/15/26 |
| 18,709,200 |
| ||||
| 17,500,000 | | Meritor, Inc. 3.250%, 10/15/37 |
| 19,204,850 |
| ||||
| 11,467,000 | | Middleby Corp. 1.000%, 09/01/25 |
| 14,302,101 |
| ||||
| 30,000,000 | | Southwest Airlines Company~^ 1.250%, 05/01/25 |
| 37,931,100 |
| ||||
| 4,000,000 | | Stem, Inc.* 0.500%, 12/01/28 |
| 2,776,040 |
| ||||
| 35,000,000 | | Upwork, Inc.~* 0.250%, 08/15/26 |
| 27,098,050 |
| ||||
| 15,000,000 | | Virgin Galactic Holdings, Inc.*^ 2.500%, 02/01/27 |
| 11,046,450 |
| ||||
|
|
| ||||||||
237,000,574 | ||||||||||
|
|
| ||||||||
Information Technology (14.8%) | ||||||||||
| 20,000,000 | | 3D Systems Corp.* 0.000%, 11/15/26 |
| 14,557,000 |
| ||||
| 7,500,000 | | 8x8, Inc. 0.500%, 02/01/24 |
| 6,430,800 |
| ||||
| 30,056,000 | | Affirm Holdings, Inc.~* 0.000%, 11/15/26 |
| 18,441,460 |
| ||||
Akamai Technologies, Inc.~ | ||||||||||
73,500,000 | 0.375%, 09/01/27 | 76,227,585 | ||||||||
55,000,000 | 0.125%, 05/01/25 | 63,184,000 | ||||||||
| 10,000,000 | | Altair Engineering, Inc.* 1.750%, 06/15/27 |
| 10,414,700 |
| ||||
Alteryx, Inc. | ||||||||||
10,000,000 | 1.000%, 08/01/26 | 7,945,500 | ||||||||
10,000,000 | 0.500%, 08/01/24 | 8,887,000 | ||||||||
| 50,000,000 | | Avalara, Inc.~* 0.250%, 08/01/26 |
| 43,003,500 |
| ||||
| 7,500,000 | | Benefitfocus, Inc. 1.250%, 12/15/23 |
| 6,930,900 |
| ||||
| 16,398,000 | | Bentley Systems, Inc. 0.125%, 01/15/26 |
| 15,224,067 |
|
PRINCIPAL | VALUE | |||||||||
| 10,000,000 | | BigCommerce Holdings, Inc.* 0.250%, 10/01/26 | $ | 7,046,600 |
| ||||
| 50,000,000 | | Bill.com Holdings, Inc.~ 0.000%, 12/01/25 |
| 56,226,500 |
| ||||
Blackline, Inc.~ | ||||||||||
50,000,000 | 0.000%, 03/15/26 | 41,070,000 | ||||||||
24,000,000 | 0.125%, 08/01/24 | 25,965,120 | ||||||||
Block, Inc. | ||||||||||
35,000,000 | 0.500%, 05/15/23 | 41,550,600 | ||||||||
30,000,000 | 0.125%, 03/01/25~ | 30,712,500 | ||||||||
17,000,000 | 0.000%, 05/01/26^ | 14,379,790 | ||||||||
| 25,000,000 | | Box, Inc.~ 0.000%, 01/15/26 |
| 31,001,250 |
| ||||
| 3,000,000 | | CalAmp Corp. 2.000%, 08/01/25 |
| 2,666,520 |
| ||||
| 20,000,000 | | Ceridian HCM Holding, Inc.~ 0.250%, 03/15/26 |
| 16,685,400 |
| ||||
| 60,000,000 | | Cloudflare, Inc.~*^ 0.000%, 08/15/26 |
| 49,011,000 |
| ||||
| 57,200,000 | | Confluent, Inc.~* 0.000%, 01/15/27 |
| 42,856,528 |
| ||||
Coupa Software, Inc.~ | ||||||||||
43,000,000 | 0.375%, 06/15/26 | 34,447,730 | ||||||||
22,876,000 | 0.125%, 06/15/25 | 20,065,912 | ||||||||
| 15,000,000 | | CyberArk Software, Ltd.^ 0.000%, 11/15/24 |
| 16,207,650 |
| ||||
| 20,000,000 | | Datadog, Inc.~ 0.125%, 06/15/25 |
| 26,413,000 |
| ||||
| 62,500,000 | | DigitalOcean Holdings, Inc.~* 0.000%, 12/01/26 |
| 46,892,500 |
| ||||
Dropbox, Inc.~ | ||||||||||
27,750,000 | 0.000%, 03/01/28^ | 25,385,700 | ||||||||
23,000,000 | 0.000%, 03/01/26 | 21,185,760 | ||||||||
Enphase Energy, Inc. | ||||||||||
16,000,000 | 0.000%, 03/01/28^ | 19,925,440 | ||||||||
10,000,000 | 0.000%, 03/01/26 | 12,013,700 | ||||||||
| 26,000,000 | | Envestnet, Inc.~^ 0.750%, 08/15/25 |
| 23,093,460 |
| ||||
| 8,000,000 | | Everbridge, Inc. 0.000%, 03/15/26 |
| 6,485,920 |
| ||||
| 50,000,000 | | Fastly, Inc.~ 0.000%, 03/15/26 |
| 36,989,500 |
| ||||
| 10,000,000 | | Five9, Inc. 0.500%, 06/01/25 |
| 10,626,400 |
| ||||
| 20,000,000 | | Guidewire Software, Inc.~ 1.250%, 03/15/25 |
| 19,452,800 |
| ||||
| 2,500,000 | | i3 Verticals, LLC 1.000%, 02/15/25 |
| 2,385,375 |
| ||||
| 6,500,000 | | II-VI, Inc. 0.250%, 09/01/22 |
| 7,335,380 |
| ||||
| 5,000,000 | | Impinj, Inc.* 1.125%, 05/15/27 |
| 4,973,650 |
| ||||
| 15,000,000 | | Infinera Corp.~ 2.125%, 09/01/24 |
| 14,660,850 |
| ||||
| 13,000,000 | | Insight Enterprises, Inc.~ 0.750%, 02/15/25 |
| 18,421,390 |
| ||||
| 10,000,000 | | InterDigital, Inc.* 3.500%, 06/01/27 |
| 10,327,500 |
| ||||
| 15,000,000 | | Itron, Inc.^ 0.000%, 03/15/26 |
| 12,914,250 |
| ||||
| 15,000,000 | | Jamf Holding Corp.* 0.125%, 09/01/26 |
| 12,796,650 |
| ||||
| 16,000,000 | | Lenovo Group, Ltd. 3.375%, 01/24/24 |
| 19,579,680 |
| ||||
LivePerson, Inc. | ||||||||||
17,500,000 | 0.000%, 12/15/26 | 12,761,175 | ||||||||
7,500,000 | 0.750%, 03/01/24 | 6,879,825 |
See accompanying Notes to Schedule of Investments
3
Calamos Market Neutral Income Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
PRINCIPAL | VALUE | |||||||||
Lumentum Holdings, Inc. | ||||||||||
45,500,000 | 0.500%, 12/15/26~^ | $ | 50,338,470 | |||||||
20,000,000 | 0.250%, 03/15/24~ | 30,989,200 | ||||||||
12,500,000 | 0.500%, 06/15/28* | 11,604,375 | ||||||||
| 18,000,000 | | Magnite, Inc. 0.250%, 03/15/26 |
| 13,442,580 |
| ||||
| 20,500,000 | | Mandiant, Inc.~ 0.875%, 06/01/24 |
| 22,925,150 |
| ||||
MicroStrategy, Inc. | ||||||||||
29,523,000 | 0.000%, 02/15/27 | 14,748,215 | ||||||||
9,601,000 | 0.750%, 12/15/25^ | 8,421,613 | ||||||||
| 55,500,000 | | MongoDB, Inc.~ 0.250%, 01/15/26 |
| 89,219,025 |
| ||||
| 10,000,000 | | New Relic, Inc.~^ 0.500%, 05/01/23 |
| 9,805,100 |
| ||||
| 20,000,000 | | Nice Systems, Inc.~ 1.250%, 01/15/24 |
| 51,318,400 |
| ||||
| 10,000,000 | | Nova, Ltd. 0.000%, 10/15/25 |
| 14,855,700 |
| ||||
| 11,460,000 | | Nutanix, Inc.* 0.250%, 10/01/27 |
| 8,006,988 |
| ||||
Okta, Inc.~ | ||||||||||
43,500,000 | 0.375%, 06/15/26 | 37,432,185 | ||||||||
37,500,000 | 0.125%, 09/01/25 | 35,151,750 | ||||||||
| 30,000,000 | | ON Semiconductor Corp.~^ 0.000%, 05/01/27 |
| 41,906,400 |
| ||||
| 10,000,000 | | OSI Systems, Inc. 1.250%, 09/01/22 |
| 10,040,200 |
| ||||
Palo Alto Networks, Inc.~ | ||||||||||
84,925,000 | 0.750%, 07/01/23 | 160,835,211 | ||||||||
68,000,000 | 0.375%, 06/01/25 | 117,852,840 | ||||||||
| 4,500,000 | | PAR Technology Corp. 2.875%, 04/15/26 |
| 5,477,040 |
| ||||
| 32,500,000 | | Pegasystems, Inc.~ 0.750%, 03/01/25 |
| 25,932,725 |
| ||||
| 7,707,000 | | Perficient, Inc.* 0.125%, 11/15/26 |
| 6,697,229 |
| ||||
| 12,500,000 | | Progress Software Corp. 1.000%, 04/15/26 |
| 12,363,625 |
| ||||
PROS Holdings, Inc. | ||||||||||
5,000,000 | 1.000%, 05/15/24 | 4,511,000 | ||||||||
2,000,000 | 2.250%, 09/15/27 | 1,740,800 | ||||||||
| 30,625,000 | | Q2 Holdings, Inc.~ 0.125%, 11/15/25 |
| 25,296,863 |
| ||||
Rapid7, Inc. | ||||||||||
19,500,000 | 0.250%, 03/15/27~ | 17,693,520 | ||||||||
7,000,000 | 2.250%, 05/01/25 | 8,680,490 | ||||||||
| 7,500,000 | | Repay Holdings Corp.* 0.000%, 02/01/26 |
| 5,835,450 |
| ||||
RingCentral, Inc. | ||||||||||
41,100,000 | 0.000%, 03/15/26~^ | 31,166,952 | ||||||||
20,000,000 | 0.000%, 03/01/25 | 16,661,800 | ||||||||
| 22,500,000 | | Sailpoint Technologies Holdings, Inc.~ 0.125%, 09/15/24 |
| 50,940,225 |
| ||||
Shift4 Payments, Inc. | ||||||||||
17,500,000 | 0.500%, 08/01/27*^ | 12,726,175 | ||||||||
15,000,000 | 0.000%, 12/15/25 | 12,813,000 | ||||||||
| 15,000,000 | | Shopify, Inc.^ 0.125%, 11/01/25 |
| 12,940,050 |
| ||||
| 30,000,000 | | Silicon Laboratories, Inc.~ 0.625%, 06/15/25 |
| 40,186,500 |
| ||||
| 5,000,000 | | SMART Global Holdings, Inc. 2.250%, 02/15/26 |
| 5,823,500 |
| ||||
Splunk, Inc.~ | ||||||||||
40,000,000 | 0.500%, 09/15/23 | 39,916,800 | ||||||||
27,500,000 | 1.125%, 09/15/25^ | 27,666,100 |
PRINCIPAL | VALUE | |||||||||
20,000,000 | 1.125%, 06/15/27 | $ | 17,166,200 | |||||||
| 75,000,000 | | Spotify USA, Inc.~ 0.000%, 03/15/26 |
| 61,455,000 |
| ||||
| 15,000,000 | | Teradyne, Inc.~ 1.250%, 12/15/23 |
| 47,792,250 |
| ||||
| 5,000,000 | | Tyler Technologies, Inc.~^ 0.250%, 03/15/26 |
| 5,257,050 |
| ||||
| 72,574,000 | | Unity Software, Inc.~* 0.000%, 11/15/26 |
| 54,153,267 |
| ||||
| 10,000,000 | | Verint Systems, Inc. 0.250%, 04/15/26 |
| 9,615,600 |
| ||||
| 5,000,000 | | Veritone, Inc.* 1.750%, 11/15/26 |
| 3,290,300 |
| ||||
| 10,000,000 | | Vishay Intertechnology, Inc. 2.250%, 06/15/25 |
| 9,744,400 |
| ||||
| 10,000,000 | | Weibo Corp. 1.250%, 11/15/22 |
| 9,929,600 |
| ||||
| 26,500,000 | | Western Digital Corp.~ 1.500%, 02/01/24 |
| 25,263,775 |
| ||||
| 10,000,000 | | Wix.com, Ltd. 0.000%, 07/01/23 |
| 9,532,400 |
| ||||
Wolfspeed, Inc. | ||||||||||
11,068,000 | 0.250%, 02/15/28* | 10,563,631 | ||||||||
10,000,000 | 1.750%, 05/01/26~^ | 18,800,200 | ||||||||
| 50,000,000 | | Workday, Inc.~ 0.250%, 10/01/22 |
| 54,437,500 |
| ||||
| 17,500,000 | | Workiva, Inc.~ 1.125%, 08/15/26 |
| 19,060,475 |
| ||||
Zendesk, Inc.~ | ||||||||||
51,000,000 | 0.625%, 06/15/25 | 49,718,880 | ||||||||
10,000,000 | 0.250%, 03/15/23 | 12,162,200 | ||||||||
| 22,500,000 | | Zscaler, Inc.~ 0.125%, 07/01/25 |
| 27,960,975 |
| ||||
|
|
| ||||||||
2,612,506,466 | ||||||||||
|
|
| ||||||||
Materials (0.3%) | ||||||||||
| 10,000,000 | | Amyris, Inc.* 1.500%, 11/15/26 |
| 4,119,600 |
| ||||
| 10,000,000 | | ATI, Inc.~ 3.500%, 06/15/25 |
| 17,427,400 |
| ||||
| 3,124,000 | | Lithium Americas Corp.* 1.750%, 01/15/27 |
| 2,727,096 |
| ||||
| 20,000,000 | | CHF | Sika, AG 0.150%, 06/05/25 |
| 27,305,563 |
| |||
|
|
| ||||||||
51,579,659 | ||||||||||
|
|
| ||||||||
Real Estate (0.3%) | ||||||||||
| 20,000,000 | | EUR | ANLLIAN Capital, Ltd. 0.000%, 02/05/25 |
| 22,308,074 |
| |||
| 12,500,000 | | Opendoor Technologies, Inc.* 0.250%, 08/15/26 |
| 7,784,875 |
| ||||
| 5,000,000 | | Realogy Group, LLC / Realogy Co-Issuer Corp. 0.250%, 06/15/26 |
| 3,787,400 |
| ||||
Redfin Corp. | ||||||||||
20,000,000 | 0.500%, 04/01/27 | 10,228,400 | ||||||||
15,000,000 | 0.000%, 10/15/25 | 9,117,450 | ||||||||
|
|
| ||||||||
53,226,199 | ||||||||||
|
|
| ||||||||
Utilities (0.1%) | ||||||||||
| 12,500,000 | | NextEra Energy Partners, LP* 0.000%, 06/15/24 |
| 12,653,000 |
|
See accompanying Notes to Schedule of Investments
4
Calamos Market Neutral Income Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
PRINCIPAL | VALUE | |||||||||
| 10,000,000 | | Sunnova Energy Intl, Inc. 0.250%, 12/01/26 | $ | 9,459,600 |
| ||||
|
|
| ||||||||
22,112,600 | ||||||||||
|
|
| ||||||||
TOTAL CONVERTIBLE BONDS (Cost $6,122,705,247) |
| 5,606,783,870 |
| |||||||
|
|
| ||||||||
NUMBER OF | VALUE | |||||||||
CONVERTIBLE PREFERRED STOCKS (1.6%) | ||||||||||
Communication Services (0.3%) | ||||||||||
| 35,692 | | T-Mobile Exchangeable Trust~* 5.250%, 06/01/23 |
| 42,973,204 |
| ||||
|
|
| ||||||||
Consumer Discretionary (0.2%) | ||||||||||
| 316,491 | | Aptiv, PLC~ 5.500%, 06/15/23 |
| 38,380,864 |
| ||||
|
|
| ||||||||
Financials (0.1%) | ||||||||||
| 15,000 | | 2020 Mandatory Exchangeable Trust~* 6.500%, 05/16/23 |
| 13,999,770 |
| ||||
|
|
| ||||||||
Industrials (0.1%) | ||||||||||
| 178,572 | | Clarivate, PLC 5.250%, 06/01/24 |
| 10,646,462 |
| ||||
| 47,143 | | RBC Bearings, Inc. 5.000%, 10/15/24 |
| 5,486,031 |
| ||||
| 104,200 | | Stanley Black & Decker, Inc.^ 5.250%, 11/15/22 |
| 6,622,952 |
| ||||
|
|
| ||||||||
22,755,445 | ||||||||||
|
|
| ||||||||
Information Technology (0.1%) | ||||||||||
| 50,000 | | II-VI, Inc.~ 6.000%, 07/01/23 |
| 11,236,500 |
| ||||
|
|
| ||||||||
Utilities (0.8%) | ||||||||||
| 400,000 | | American Electric Power Company, Inc.~^ 6.125%, 08/15/23 |
| 22,112,000 |
| ||||
| 300,000 | | DTE Energy Company~ 6.250%, 11/01/22 |
| 15,489,000 |
| ||||
NextEra Energy, Inc. | ||||||||||
650,000 | 4.872%, 09/01/22~ | 39,903,500 | ||||||||
300,000 | 6.219%, 09/01/23~^ | 15,864,000 | ||||||||
205,000 | 5.279%, 03/01/23 | 10,752,250 | ||||||||
| 150,000 | | PG&E Corp.~^ 5.500%, 08/16/23 |
| 15,574,500 |
| ||||
| 400,000 | | Southern Company 6.750%, 08/01/22 |
| 22,464,000 |
| ||||
|
|
| ||||||||
142,159,250 | ||||||||||
|
|
| ||||||||
TOTAL CONVERTIBLE PREFERRED STOCKS (Cost $265,352,466) |
| 271,505,033 |
| |||||||
|
|
| ||||||||
COMMON STOCKS (60.2%) | ||||||||||
Communication Services (4.3%) | ||||||||||
453,748 | Activision Blizzard, Inc. | 36,277,153 | ||||||||
1,336,700 | Alphabet, Inc. - Class A~# | 155,484,944 | ||||||||
1,547,140 | Alphabet, Inc. - Class C~# | 180,458,410 | ||||||||
1,728,736 | AT&T, Inc. | 32,465,662 |
NUMBER OF | VALUE | |||||||||
36,133 | Charter Communications, Inc. - Class A^# | $ | 15,613,069 | |||||||
1,191,450 | Comcast Corp. - Class A~ | 44,703,204 | ||||||||
215,365 | Fox Corp. - Class A | 7,130,735 | ||||||||
750,570 | Meta Platforms, Inc. - Class A~# | 119,415,687 | ||||||||
132,499 | Netflix, Inc.# | 29,799,025 | ||||||||
505,278 | TEGNA, Inc. | 10,580,521 | ||||||||
362,928 | Twitter, Inc.# | 15,101,434 | ||||||||
1,109,032 | Verizon Communications, Inc.~ | 51,226,188 | ||||||||
537,920 | Walt Disney Company~# | 57,073,312 | ||||||||
418,210 | Warner Bros Discovery, Inc.# | 6,273,150 | ||||||||
|
|
| ||||||||
761,602,494 | ||||||||||
|
|
| ||||||||
Consumer Discretionary (5.1%) | ||||||||||
2,383,020 | Amazon.com, Inc.~# | 321,588,549 | ||||||||
174,303 | Aptiv, PLC# | 18,282,642 | ||||||||
9,981 | Booking Holdings, Inc.~# | 19,320,122 | ||||||||
12,680 | Chipotle Mexican Grill, Inc.^# | 19,834,310 | ||||||||
76,135 | Darden Restaurants, Inc.~ | 9,478,046 | ||||||||
66,039 | Dollar General Corp.~ | 16,406,069 | ||||||||
231,287 | DR Horton, Inc.~ | 18,047,325 | ||||||||
216,885 | eBay, Inc. | 10,547,118 | ||||||||
71,098 | Expedia Group, Inc.# | 7,539,943 | ||||||||
764,148 | Ford Motor Company~ | 11,225,334 | ||||||||
275,445 | General Motors Company# | 9,987,636 | ||||||||
287,931 | Home Depot, Inc.~ | 86,649,955 | ||||||||
232,934 | Lowes Companies, Inc.~ | 44,613,849 | ||||||||
203,906 | McDonalds Corp. | 53,702,723 | ||||||||
252,625 | MGM Resorts International | 8,268,416 | ||||||||
63,066 | Mohawk Industries, Inc.~# | 8,102,720 | ||||||||
429,669 | NIKE, Inc. - Class B~ | 49,377,561 | ||||||||
31,305 | OReilly Automotive, Inc.# | 22,025,885 | ||||||||
62,925 | PVH Corp.~ | 3,896,316 | ||||||||
131,468 | Ross Stores, Inc.~ | 10,683,090 | ||||||||
198,035 | Royal Caribbean Cruises, Ltd.^# | 7,665,935 | ||||||||
319,293 | Starbucks Corp.~ | 27,069,660 | ||||||||
144,444 | Target Corp.~ | 23,599,261 | ||||||||
53,479 | Tesla, Inc.# | 47,673,854 | ||||||||
361,303 | TJX Companies, Inc.~ | 22,097,291 | ||||||||
39,745 | Ulta Beauty, Inc.# | 15,457,228 | ||||||||
283,227 | VF Corp. | 12,654,582 | ||||||||
|
|
| ||||||||
905,795,420 | ||||||||||
|
|
| ||||||||
Consumer Staples (3.2%) | ||||||||||
535,209 | Altria Group, Inc.~ | 23,474,267 | ||||||||
217,700 | Archer-Daniels-Midland Company~ | 18,019,029 | ||||||||
139,906 | Church & Dwight Company, Inc. | 12,307,531 | ||||||||
928,286 | Coca-Cola Company | 59,568,113 | ||||||||
215,716 | Colgate-Palmolive Company~ | 16,985,478 | ||||||||
108,129 | Constellation Brands, Inc. - Class A | 26,633,254 | ||||||||
85,672 | Costco Wholesale Corp.~ | 46,374,254 | ||||||||
235,952 | General Mills, Inc.^ | 17,646,850 | ||||||||
173,908 | Kellogg Company~^ | 12,855,279 | ||||||||
129,614 | Kimberly-Clark Corp. | 17,081,829 | ||||||||
299,755 | Kraft Heinz Company | 11,039,977 | ||||||||
310,685 | Kroger Company | 14,428,211 | ||||||||
611,890 | Mondelez International, Inc. - Class A | 39,185,436 | ||||||||
134,683 | Monster Beverage Corp.# | 13,417,120 | ||||||||
285,437 | PepsiCo, Inc.~ | 49,940,057 | ||||||||
511,321 | Philip Morris International, Inc.~ | 49,674,835 | ||||||||
502,187 | Procter & Gamble Company | 69,758,796 | ||||||||
218,882 | Walgreens Boots Alliance, Inc. | 8,672,105 |
See accompanying Notes to Schedule of Investments
5
Calamos Market Neutral Income Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
NUMBER OF | VALUE | |||||||||
474,977 | Walmart, Inc.~ | $ | 62,720,713 | |||||||
|
|
| ||||||||
569,783,134 | ||||||||||
|
|
| ||||||||
Energy (2.4%) | ||||||||||
555,324 | Chevron Corp.~ | 90,950,965 | ||||||||
356,422 | ConocoPhillips~ | 34,726,195 | ||||||||
106,677 | EOG Resources, Inc.~ | 11,864,616 | ||||||||
654,519 | Exxon Mobil Corp.~ | 63,442,526 | ||||||||
249,238 | Hess Corp. | 28,031,798 | ||||||||
738,291 | Kinder Morgan, Inc. | 13,281,855 | ||||||||
485,844 | Marathon Petroleum Corp. | 44,532,461 | ||||||||
229,141 | Occidental Petroleum Corp. | 15,066,021 | ||||||||
147,997 | ONEOK, Inc. | 8,841,341 | ||||||||
103,875 | Phillips 66~ | 9,244,875 | ||||||||
149,899 | Pioneer Natural Resources Company | 35,518,568 | ||||||||
329,300 | Schlumberger, NV | 12,193,979 | ||||||||
233,423 | Sysco Corp. | 19,817,613 | ||||||||
100,497 | Valero Energy Corp.~ | 11,132,053 | ||||||||
372,515 | Williams Companies, Inc. | 12,699,036 | ||||||||
|
|
| ||||||||
411,343,902 | ||||||||||
|
|
| ||||||||
Financials (5.6%) | ||||||||||
183,507 | Aflac, Inc.~ | 10,514,951 | ||||||||
15,500 | Alleghany Corp.# | 12,980,940 | ||||||||
143,165 | Allstate Corp.~ | 16,746,010 | ||||||||
252,593 | American Express Company~ | 38,904,374 | ||||||||
523,466 | American International Group, Inc.~ | 27,099,835 | ||||||||
71,734 | Ameriprise Financial, Inc. | 19,362,441 | ||||||||
500,000 | Angel Pond Holdings Corp.# | 4,890,000 | ||||||||
125,000 | Aries I Acquisition Corp. | 1,270,000 | ||||||||
127,977 | Arthur J Gallagher & Company | 22,906,603 | ||||||||
107,598 | Assurant, Inc. | 18,913,576 | ||||||||
2,909,410 | Bank of America Corp.~ | 98,367,152 | ||||||||
267,164 | Bank of New York Mellon Corp. | 11,610,947 | ||||||||
386,218 | Berkshire Hathaway, Inc. - Class B~# | 116,097,131 | ||||||||
27,719 | BlackRock, Inc.~ | 18,549,000 | ||||||||
135,161 | Capital One Financial Corp.~ | 14,844,733 | ||||||||
210,000 | Cartesian Growth Corp. | 2,070,600 | ||||||||
127,211 | Cboe Global Markets, Inc. | 15,695,293 | ||||||||
502,089 | Charles Schwab Corp.~ | 34,669,245 | ||||||||
164,944 | Chubb, Ltd.~ | 31,115,036 | ||||||||
498,521 | Citigroup, Inc.~ | 25,873,240 | ||||||||
57,651 | CME Group, Inc. | 11,500,222 | ||||||||
162,144 | Discover Financial Services | 16,376,544 | ||||||||
116,598 | First Republic Bank | 18,971,661 | ||||||||
155,398 | Goldman Sachs Group, Inc.~ | 51,808,139 | ||||||||
702,919 | JPMorgan Chase & Company~ | 81,088,736 | ||||||||
71,308 | M&T Bank Corp. | 12,653,605 | ||||||||
197,833 | Marsh & McLennan Companies, Inc. | 32,436,699 | ||||||||
500,000 | Metals Acquisition Corp- Class A# | 4,890,000 | ||||||||
215,552 | MetLife, Inc.~ | 13,633,664 | ||||||||
363,893 | Morgan Stanley~ | 30,676,180 | ||||||||
114,218 | Northern Trust Corp. | 11,396,672 | ||||||||
85,837 | Prudential Financial, Inc.~ | 8,582,842 | ||||||||
74,509 | S&P Global, Inc. | 28,084,677 | ||||||||
107,875 | State Street Corp.~ | 7,663,440 | ||||||||
95,678 | Travelers Companies, Inc.~ | 15,184,099 | ||||||||
192,796 | Truist Financial Corp. | 9,730,414 | ||||||||
218,153 | US Bancorp | 10,296,822 | ||||||||
1,356,747 | Wells Fargo & Company~ | 59,520,491 |
NUMBER OF | VALUE | |||||||||
344,295 | Zions Bancorp NA | $ | 18,781,292 | |||||||
|
|
| ||||||||
985,757,306 | ||||||||||
|
|
| ||||||||
Health Care (7.2%) | ||||||||||
371,194 | Abbott Laboratories~ | 40,400,755 | ||||||||
465,625 | AbbVie, Inc.~ | 66,821,844 | ||||||||
245,759 | Agilent Technologies, Inc. | 32,956,282 | ||||||||
43,438 | Align Technology, Inc.# | 12,204,775 | ||||||||
104,376 | Amgen, Inc.~ | 25,829,929 | ||||||||
274,698 | Baxter International, Inc. | 16,113,785 | ||||||||
89,213 | Becton Dickinson and Company | 21,795,628 | ||||||||
53,379 | Biogen, Inc.~# | 11,479,688 | ||||||||
836,581 | Boston Scientific Corp.# | 34,341,650 | ||||||||
754,865 | Bristol-Myers Squibb Company~ | 55,693,940 | ||||||||
169,018 | Centene Corp.# | 15,713,603 | ||||||||
609,000 | Change Healthcare, Inc.# | 14,780,430 | ||||||||
71,923 | Cigna Corp. | 19,804,717 | ||||||||
317,714 | CVS Health Corp.~ | 30,398,875 | ||||||||
215,609 | Danaher Corp. | 62,843,555 | ||||||||
243,956 | Edwards Lifesciences Corp.~# | 24,527,336 | ||||||||
263,414 | Eli Lilly & Company | 86,844,962 | ||||||||
337,462 | Gilead Sciences, Inc. | 20,163,354 | ||||||||
72,678 | HCA Healthcare, Inc. | 15,438,261 | ||||||||
44,082 | Humana, Inc. | 21,247,524 | ||||||||
40,080 | Illumina, Inc.# | 8,684,534 | ||||||||
121,522 | Intuitive Surgical, Inc.# | 27,970,719 | ||||||||
584,646 | Johnson & Johnson~ | 102,032,420 | ||||||||
65,383 | Laboratory Corp. of America Holdings~ | 17,142,769 | ||||||||
42,000 | LHC Group, Inc.# | 6,848,520 | ||||||||
67,012 | McKesson Corp. | 22,889,959 | ||||||||
646,428 | Merck & Company, Inc. | 57,751,877 | ||||||||
80,521 | Moderna, Inc.# | 13,212,691 | ||||||||
68,554 | Organon & Company | 2,174,533 | ||||||||
1,409,339 | Pfizer, Inc.~ | 71,185,713 | ||||||||
87,219 | Quest Diagnostics, Inc.~ | 11,911,499 | ||||||||
17,717 | Regeneron Pharmaceuticals, Inc.~# | 10,305,802 | ||||||||
126,622 | Thermo Fisher Scientific, Inc.~ | 75,771,871 | ||||||||
305,435 | UnitedHealth Group, Inc.~ | 165,649,618 | ||||||||
107,859 | Vertex Pharmaceuticals, Inc.# | 30,244,742 | ||||||||
68,328 | Zimmer Biomet Holdings, Inc. | 7,542,728 | ||||||||
88,099 | Zoetis, Inc. | 16,082,472 | ||||||||
|
|
| ||||||||
1,276,803,360 | ||||||||||
|
|
| ||||||||
Industrials (4.2%) | ||||||||||
144,019 | 3M Company | 20,629,282 | ||||||||
75,500 | Allegion, PLC | 7,980,350 | ||||||||
139,538 | Boeing Company~# | 22,229,799 | ||||||||
414,243 | Carrier Global Corp. | 16,789,269 | ||||||||
206,800 | Caterpillar, Inc.~ | 40,998,100 | ||||||||
1,085,762 | CSX Corp.~ | 35,102,685 | ||||||||
74,601 | Deere & Company | 25,601,571 | ||||||||
250,712 | Delta Air Lines, Inc.~# | 7,972,642 | ||||||||
109,846 | Eaton Corp., PLC | 16,300,048 | ||||||||
291,145 | Emerson Electric Company~ | 26,223,430 | ||||||||
55,044 | FedEx Corp. | 12,830,206 | ||||||||
158,687 | Fortune Brands Home & Security, Inc. | 11,057,310 | ||||||||
63,989 | General Dynamics Corp. | 14,504,387 | ||||||||
276,407 | General Electric Company | 20,429,241 | ||||||||
242,238 | Honeywell International, Inc. | 46,621,125 | ||||||||
91,292 | Illinois Tool Works, Inc.~ | 18,966,826 | ||||||||
250,661 | Johnson Controls International, PLC | 13,513,134 | ||||||||
96,378 | L3Harris Technologies, Inc. | 23,127,829 |
See accompanying Notes to Schedule of Investments
6
Calamos Market Neutral Income Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
NUMBER OF | VALUE | |||||||||
52,316 | Lockheed Martin Corp. | $ | 21,648,884 | |||||||
215,599 | Masco Corp. | 11,939,873 | ||||||||
647,000 | Nielsen Holdings, PLC | 15,495,650 | ||||||||
57,430 | Norfolk Southern Corp. | 14,424,693 | ||||||||
52,001 | Northrop Grumman Corp. | 24,903,279 | ||||||||
96,349 | Otis Worldwide Corp. | 7,531,601 | ||||||||
151,586 | PACCAR, Inc. | 13,873,151 | ||||||||
179,114 | Pentair, PLC | 8,756,883 | ||||||||
517,179 | Raytheon Technologies Corp.~ | 48,206,255 | ||||||||
477,834 | Southwest Airlines Company~# | 18,215,032 | ||||||||
75,391 | Spirit Airlines, Inc.# | 1,867,435 | ||||||||
106,228 | Stanley Black & Decker, Inc. | 10,339,171 | ||||||||
63,193 | Stryker Corp.~ | 13,570,697 | ||||||||
12,872 | Teledyne Technologies, Inc.# | 5,038,101 | ||||||||
274,014 | Union Pacific Corp.~ | 62,283,382 | ||||||||
173,797 | United Parcel Service, Inc. - Class B | 33,871,297 | ||||||||
84,990 | Verisk Analytics, Inc. - Class A | 16,169,347 | ||||||||
162,387 | Waste Management, Inc. | 26,722,405 | ||||||||
119,566 | Xylem, Inc. | 11,003,659 | ||||||||
|
|
| ||||||||
746,738,029 | ||||||||||
|
|
| ||||||||
Information Technology (14.2%) | ||||||||||
143,242 | Accenture, PLC - Class A~ | 43,869,295 | ||||||||
124,355 | Adobe, Inc.# | 51,000,473 | ||||||||
684,206 | Advanced Micro Devices, Inc.# | 64,636,941 | ||||||||
221,346 | Amphenol Corp. - Class A~ | 17,072,417 | ||||||||
3,968,161 | Apple, Inc.~ | 644,865,844 | ||||||||
461,827 | Applied Materials, Inc.~ | 48,944,425 | ||||||||
65,004 | Autodesk, Inc.# | 14,061,665 | ||||||||
143,975 | Automatic Data Processing, Inc. | 34,715,252 | ||||||||
114,133 | Broadcom, Inc. | 61,115,939 | ||||||||
1,361,299 | Cisco Systems, Inc.~ | 61,762,136 | ||||||||
335,436 | Citrix Systems, Inc. | 34,016,565 | ||||||||
187,228 | Cognizant Technology Solutions Corp. - Class A~ | 12,724,015 | ||||||||
130,000 | DouYu International Holdings, Ltd.# | 148,200 | ||||||||
26,198 | Enphase Energy, Inc.# | 7,444,948 | ||||||||
254,001 | Fidelity National Information Services, Inc. | 25,948,742 | ||||||||
170,080 | Fiserv, Inc.# | 17,974,054 | ||||||||
63,225 | Gartner, Inc.# | 16,784,973 | ||||||||
96,403 | Global Payments, Inc. | 11,792,015 | ||||||||
364,348 | HP, Inc. | 12,165,580 | ||||||||
1,048,857 | Intel Corp.~ | 38,083,998 | ||||||||
173,071 | International Business Machines Corp. | 22,635,956 | ||||||||
65,394 | Intuit, Inc. | 29,830,781 | ||||||||
64,267 | Jack Henry & Associates, Inc. | 13,352,755 | ||||||||
27,373 | Lam Research Corp. | 13,700,460 | ||||||||
194,523 | Mastercard, Inc. - Class A | 68,820,292 | ||||||||
437,311 | Micron Technology, Inc.~ | 27,052,058 | ||||||||
2,018,185 | Microsoft Corp.~ | 566,585,257 | ||||||||
103,950 | NetApp, Inc. | 7,414,753 | ||||||||
755,324 | NVIDIA Corp.~ | 137,189,498 | ||||||||
367,202 | Oracle Corp. | 28,583,004 | ||||||||
135,128 | Paychex, Inc. | 17,334,220 | ||||||||
53,924 | Paycom Software, Inc.# | 17,821,343 | ||||||||
372,962 | PayPal Holdings, Inc.# | 32,272,402 | ||||||||
311,687 | QUALCOMM, Inc. | 45,213,316 | ||||||||
140,000 | Sailpoint Technologies Holdings, Inc.# | 8,927,800 | ||||||||
296,027 | salesforce, Inc.# | 54,474,888 | ||||||||
90,000 | Switch, Inc. - Class A | 3,042,900 | ||||||||
93,824 | TE Connectivity, Ltd. | 12,547,083 |
NUMBER OF | VALUE | |||||||||
168,602 | Texas Instruments, Inc.~ | $ | 30,161,212 | |||||||
522,605 | Visa, Inc. - Class A~^ | 110,849,747 | ||||||||
211,000 | VMware, Inc. - Class A | 24,518,200 | ||||||||
94,685 | Western Digital Corp.# | 4,649,033 | ||||||||
52,000 | Zendesk, Inc.# | 3,921,840 | ||||||||
|
|
| ||||||||
2,500,026,275 | ||||||||||
|
|
| ||||||||
Materials (1.5%) | ||||||||||
85,844 | Air Products and Chemicals, Inc.~ | 21,309,056 | ||||||||
69,986 | Avery Dennison Corp. | 13,329,534 | ||||||||
194,195 | Ball Corp.^ | 14,257,797 | ||||||||
243,965 | Corteva, Inc. | 14,040,186 | ||||||||
243,963 | Dow, Inc. | 12,981,271 | ||||||||
219,689 | DuPont de Nemours, Inc. | 13,451,557 | ||||||||
388,505 | Eaton Corp., PLC | 35,944,483 | ||||||||
668,499 | Freeport-McMoRan, Inc. | 21,091,143 | ||||||||
17,426 | International Flavors & Fragrances, Inc. | 2,161,695 | ||||||||
187,535 | Linde, PLC | 56,635,570 | ||||||||
219,062 | Newmont Corp. | 9,919,127 | ||||||||
105,410 | PPG Industries, Inc. | 13,628,459 | ||||||||
45,710 | ServiceNow, Inc.# | 20,416,829 | ||||||||
63,140 | Sherwin-Williams Company | 15,276,092 | ||||||||
|
|
| ||||||||
264,442,799 | ||||||||||
|
|
| ||||||||
Real Estate (1.3%) | ||||||||||
72,793 | Alexandria Real Estate Equities, Inc. | 12,067,624 | ||||||||
100,438 | American Tower Corp.~ | 27,201,624 | ||||||||
66,965 | AvalonBay Communities, Inc.~ | 14,326,492 | ||||||||
92,790 | Crown Castle International Corp. | 16,763,441 | ||||||||
79,450 | Digital Realty Trust, Inc. | 10,523,152 | ||||||||
19,241 | Equinix, Inc. | 13,540,661 | ||||||||
64,649 | Federal Realty Investment Trust | 6,827,581 | ||||||||
86,777 | Mid-America Apartment Communities, Inc. | 16,117,092 | ||||||||
136,384 | Prologis, Inc.~ | 18,079,063 | ||||||||
47,787 | Public Storage~ | 15,598,155 | ||||||||
165,672 | Realty Income Corp. | 12,258,071 | ||||||||
135,131 | Regency Centers Corp. | 8,706,490 | ||||||||
109,609 | Simon Property Group, Inc. | 11,907,922 | ||||||||
210,229 | UDR, Inc. | 10,175,084 | ||||||||
170,019 | Welltower, Inc. | 14,679,440 | ||||||||
324,718 | Weyerhaeuser Company | 11,793,758 | ||||||||
|
|
| ||||||||
220,565,650 | ||||||||||
|
|
| ||||||||
Special Purpose Acquisition Companies (9.7%)# |
| |||||||||
250,000 | 10X Capital Venture Acquisition Corp. | 2,481,250 | ||||||||
625,945 | 10X Capital Venture Acquisition Corp. | 6,290,747 | ||||||||
1,750,000 | 7 Acquisition Corp. | 17,613,750 | ||||||||
65,000 | ABG Acquisition Corp. I - Class A | 638,950 | ||||||||
500,000 | Accelerate Acquisition Corp. | 4,930,000 | ||||||||
160,000 | Accretion Acquisition Corp. | 1,576,000 | ||||||||
616,403 | Acropolis Infrastructure Acquisition Corp. | 6,025,339 | ||||||||
50,000 | Advanced Merger Partners, Inc. | 492,500 | ||||||||
125,000 | Aesther Healthcare Acquisition Corp. | 1,272,500 | ||||||||
500,000 | Aetherium Acquisition Corp. | 5,022,500 | ||||||||
750,000 | AF Acquisition Corp. | 7,368,750 | ||||||||
500,000 | African Gold Acquisition Corp. | 4,935,000 | ||||||||
550,000 | Agile Growth Corp. | 5,412,000 | ||||||||
963,772 | Ahren Acquisition Corp. | 9,676,271 |
See accompanying Notes to Schedule of Investments
7
Calamos Market Neutral Income Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
NUMBER OF | VALUE | |||||||||
750,000 | Alpha Partners Technology Merger Corp. | $ | 7,357,500 | |||||||
1,000,000 | ALSP Orchid Acquisition Corp. I | 10,065,000 | ||||||||
1,000,000 | AltC Acquisition Corp- Class A | 9,700,000 | ||||||||
1,500,000 | Altenergy Acquisition Corp. | 15,082,500 | ||||||||
10,000 | Altimar Acquisition Corp. III | 98,850 | ||||||||
600,000 | AMCI Acquisition Corp. II | 5,874,000 | ||||||||
1,000,000 | Andretti Acquisition Corp. | 9,999,300 | ||||||||
485,000 | Anthemis Digital Acquisitions I Corp. | 4,886,375 | ||||||||
300,000 | Anzu Special Acquisition Corp. I | 2,961,000 | ||||||||
100,000 | AP Acquisition Corp. | 1,015,500 | ||||||||
1,000,000 | Apeiron Capital Investment Corp. | 9,940,000 | ||||||||
10,000 | Apollo Strategic Growth Capital II | 98,600 | ||||||||
1,000,000 | APx Acquisition Corp. I | 10,075,000 | ||||||||
350,000 | Arbor Rapha Capital Bioholdi | 3,547,250 | ||||||||
25,100 | Arctos NorthStar Acquisition Corp. | 247,612 | ||||||||
731,522 | Arena Fortify Acquisition Corp. | 7,370,084 | ||||||||
100,000 | Ares Acquisition Corp. | 988,000 | ||||||||
150,000 | Argus Capital Corp. | 1,515,000 | ||||||||
100,000 | Arrowroot Acquisition Corp. | 987,000 | ||||||||
200,100 | Ascendant Digital Acquisition Corp. III | 2,020,010 | ||||||||
511,397 | Astrea Acquisition Corp. - Class A | 5,042,374 | ||||||||
300,000 | Athena Consumer Acquisition Corp. | 3,044,970 | ||||||||
500,000 | Athena Technology Acquisition Corp. II | 4,965,000 | ||||||||
240,000 | Atlantic Coastal Acquisition Corp. - Class A | 2,354,400 | ||||||||
1,250,000 | Atlantic Coastal Acquisition Unit | 12,518,750 | ||||||||
25,000 | Atlas Crest Investment Corp. II | 246,500 | ||||||||
500,000 | Aura Fat Projects Acquisiton Corp. | 5,010,000 | ||||||||
300,000 | Austerlitz Acquisition Corp. II | 2,943,000 | ||||||||
250,000 | Avalon Acquisition, Inc. | 2,521,250 | ||||||||
600,000 | Avista Public Acquisition Corp. II | 6,174,000 | ||||||||
500,000 | AxonPrime Infrastructure Acquisition Corp. | 4,895,000 | ||||||||
200,000 | B Riley Principal 250 Merger Corp. | 1,962,000 | ||||||||
600,000 | Banner Acquisition Corp. | 5,952,000 | ||||||||
1,000,000 | Banyan Acquisition Corp. | 10,045,000 | ||||||||
1,500,000 | Battery Future Acquisition Corp. | 15,045,000 | ||||||||
542,433 | Beard Energy Transition Acquisition Corp. | 5,440,603 | ||||||||
600,000 | Belong Acquisition Corp. | 5,934,000 | ||||||||
500,000 | Berenson Acquisition Corp. I | 4,907,500 | ||||||||
119,900 | Big Sky Growth Partners, Inc. | 1,175,020 | ||||||||
500,000 | Bilander Acquisition Corp. | 4,885,000 | ||||||||
1,000,000 | BioPlus Acquisition Corp. | 9,980,000 | ||||||||
225,500 | Black Mountain Acquisition Corp. | 2,276,423 | ||||||||
481,099 | Black Spade Acquisition Company | 4,709,959 | ||||||||
755,104 | Blockchain Coinvestors Acquisition Corp. I | 7,543,489 | ||||||||
1,250,000 | Blue Ocean Acquisition Corp. | 12,462,500 | ||||||||
141,132 | Blue Whale Acquisition Corp. I | 1,396,501 | ||||||||
100,000 | BlueRiver Acquisition Corp. | 989,000 | ||||||||
500,000 | Build Acquisition Corp. | 4,920,000 | ||||||||
1,000,000 | BurTech Acquisition Corp. | 10,040,000 | ||||||||
500,000 | byNordic Acquisition Corp. | 5,022,500 | ||||||||
500,000 | BYTE Acquisition Corp. | 4,942,500 | ||||||||
300,000 | C5 Acquisition Corp. | 3,021,000 | ||||||||
750,000 | Cactus Acquisition Corp. | 7,530,000 | ||||||||
400,000 | Canna-Global Acquisition Corp. | 4,024,000 | ||||||||
1,500,000 | Cartesian Growth Corp. | 15,120,000 | ||||||||
269,402 | Cartica Acquisition Corp. | 2,726,348 |
NUMBER OF | VALUE | |||||||||
300,000 | Cascadia Acquisition Corp. | $ | 2,985,000 | |||||||
300,000 | Catalyst Partners Acquisition Corp. | 2,949,000 | ||||||||
75,000 | Catcha Investment Corp. | 741,000 | ||||||||
478,400 | CF Acquisition Corp. VII | 4,784,000 | ||||||||
1,500,000 | Chain Bridge I | 15,097,500 | ||||||||
700,000 | Chenghe Acquisition Company | 7,045,500 | ||||||||
200,000 | Clarim Acquisition Corp. | 1,979,000 | ||||||||
20,000 | Colicity, Inc. | 197,200 | ||||||||
500,000 | Coliseum Acquisition Corp. | 4,890,000 | ||||||||
600,000 | Colombier Acquisition Corp. | 5,862,000 | ||||||||
500,000 | Compass Digital Acquisition Corp. | 4,867,500 | ||||||||
150,000 | Compute Health Acquisition Corp. | 1,482,000 | ||||||||
148,730 | Concord Acquisition Corp. | 1,490,275 | ||||||||
276,950 | Concord Acquisition Corp. II | 2,707,186 | ||||||||
450,000 | Concord Acquisition Corp. III | 4,536,000 | ||||||||
750,000 | Consilium Acquisition Corp. I | 7,447,500 | ||||||||
20,000 | Constellation Acquisition Corp. I | 197,400 | ||||||||
280,268 | Conyers Park III Acquisition Corp. | 2,762,041 | ||||||||
250,000 | Corazon Capital V838 Monoceros Corp. | 2,457,500 | ||||||||
50,000 | COVA Acquisition Corp. | 492,750 | ||||||||
1,500,000 | Crescera Capital Acquisition Corp. | 14,985,000 | ||||||||
400,000 | Crown PropTech Acquisitions | 3,936,000 | ||||||||
300,000 | Crypto 1 Acquisition Corp. | 3,009,000 | ||||||||
200,000 | D & Z Media Acquisition Corp. | 1,970,000 | ||||||||
800,000 | Decarbonization Plus Acquisition Corp. IV | 8,032,000 | ||||||||
350,000 | Denali Capital Acquisition Corp | 3,479,000 | ||||||||
275,000 | DHB Capital Corp. | 2,706,000 | ||||||||
500,000 | DHC Acquisition Corp. | 4,960,000 | ||||||||
100,000 | DiamondHead Holdings Corp. | 987,000 | ||||||||
625,000 | Digital Transformation Opportunities Corp. | 6,162,500 | ||||||||
500,000 | Disruptive Acquisition Corp. I | 4,935,000 | ||||||||
1,500,000 | DP Cap Acquisition Corp. I | 15,105,000 | ||||||||
300,000 | DTRT Health Acquisition Corp. | 3,039,000 | ||||||||
100,000 | Edify Acquisition Corp. | 993,000 | ||||||||
225,000 | EG Acquisition Corp. | 2,218,500 | ||||||||
745,522 | Emerging Markets Horizon Corp. | 7,466,403 | ||||||||
26,400 | Empowerment & Inclusion Capital I Corp. | 261,096 | ||||||||
125,000 | Energem Corp. | 1,266,250 | ||||||||
1,250,000 | Enphys Acquisition Corp. | 12,225,000 | ||||||||
1,200,000 | Enterprise 4.0 Technology Acquisition Corp. | 12,156,000 | ||||||||
300,700 | EQ Health Acquisition Corp. | 2,975,427 | ||||||||
140,000 | EUR | ESG Core Investments, BV | 1,367,911 | |||||||
175,000 | ESGEN Acquisition Corp. | 1,774,500 | ||||||||
400,000 | ESM Acquisition Corp. | 3,948,000 | ||||||||
100,000 | European Biotech Acquisition Corp. | 986,500 | ||||||||
1,000,000 | EVe Mobility Acquisition Corp. | 9,995,000 | ||||||||
1,250,000 | Everest Consolidator Acquisition Corp. | 12,493,750 | ||||||||
500,000 | Evergreen Corp. | 5,035,000 | ||||||||
1,000,000 | ExcelFin Acquisition Corp. | 10,035,000 | ||||||||
40,000 | FAST Acquisition Corp. II | 395,600 | ||||||||
206,711 | Fifth Wall Acquisition Corp. III - Class A | 2,019,567 | ||||||||
244,983 | Finnovate Acquisition Corp. | 2,464,529 | ||||||||
15,000 | FinServ Acquisition Corp. II | 148,050 | ||||||||
50,000 | FinTech Acquisition Corp. VI | 496,500 | ||||||||
150,000 | Fintech Ecosystem Development Corp. | 1,527,000 | ||||||||
75,000 | Fintech Evolution Acquisition Group | 739,875 |
See accompanying Notes to Schedule of Investments
8
Calamos Market Neutral Income Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
NUMBER OF | VALUE | |||||||||
400,000 | Flame Acquisition Corp. | $ | 3,960,000 | |||||||
1,051,600 | Focus Impact Acquisition Corp. | 10,568,580 | ||||||||
750,000 | Forbion European Acquisition Corp. | 7,601,250 | ||||||||
20,000 | Forest Road Acquisition Corp. II | 196,600 | ||||||||
100,000 | Fortistar Sustainable Solutions Corp. | 985,000 | ||||||||
200,000 | Fortress Value Acquisition Corp. IV | 1,970,000 | ||||||||
500,000 | Forum Merger IV Corp. | 4,922,500 | ||||||||
700,000 | Founder SPAC | 7,077,000 | ||||||||
170,000 | Freedom Acquisition I Corp. | 1,680,450 | ||||||||
100,000 | Frontier Acquisition Corp. | 985,000 | ||||||||
800,000 | Frontier Investment Corp. | 7,832,000 | ||||||||
17,200 | FTAC Emerald Acquisition Corp. | 170,882 | ||||||||
500,000 | FTAC Hera Acquisition Corp. | 4,925,000 | ||||||||
100,000 | FTAC Zeus Acquisition Corp. | 999,000 | ||||||||
425,000 | Fusion Acquisition Corp. II | 4,186,250 | ||||||||
400,000 | Future Health ESG Corp. | 3,988,000 | ||||||||
500,000 | FutureTech II Acquisition Corp. | 5,045,000 | ||||||||
700,000 | G&P Acquisition Corp. | 6,986,000 | ||||||||
200,000 | Galata Acquisition Corp. | 1,990,000 | ||||||||
1,250,000 | Games & Esports Experience Acquisition Corp. | 12,575,000 | ||||||||
500,000 | Generation Asia I Acquisition | 4,920,000 | ||||||||
1,000,000 | Genesis Growth Tech Acquisition Corp. | 10,150,000 | ||||||||
425,000 | GigCapital5, Inc. | 4,296,750 | ||||||||
443,787 | GigInternational1, Inc. | 4,486,687 | ||||||||
400,000 | Gladstone Acquisition Corp. | 4,074,000 | ||||||||
250,000 | Glenfarne Merger Corp. | 2,450,000 | ||||||||
50,000 | Global Technology Acquisition Corp. I | 505,250 | ||||||||
1,000,000 | GoGreen Investments Corp. | 10,168,800 | ||||||||
380,000 | Golden Arrow Merger Corp. | 3,739,200 | ||||||||
40,000 | Gores Holdings VII, Inc. | 394,800 | ||||||||
100,000 | Green Visor Financial Technology Acquisition Corp. I | 1,013,000 | ||||||||
100,000 | Group Nine Acquisition Corp. | 988,500 | ||||||||
1,000,000 | GSR II Meteora Acquisition Corp. | 10,185,000 | ||||||||
533,506 | GX Acquisition Corp. II | 5,252,367 | ||||||||
150,000 | Hamilton Lane Alliance Holdings I, Inc. | 1,482,750 | ||||||||
500,000 | Hawks Acquisition Corp. | 4,920,000 | ||||||||
1,250,000 | Hcm Acquisition Corp. | 12,537,500 | ||||||||
1,000,000 | Healthcare AI Acquisition Corp. | 10,040,000 | ||||||||
512,066 | Healthwell Acquisition Corp. I | 5,013,126 | ||||||||
1,000,000 | Heartland Media Acquisition Unit | 10,010,000 | ||||||||
13,540 | Home Plate Acquisition Corp. | 133,098 | ||||||||
35,000 | Hudson Executive Investment Corp. II | 345,800 | ||||||||
150,000 | Hudson Executive Investment Corp. III | 1,476,750 | ||||||||
100,000 | Hunt Companies Acquisition Corp. I | 1,013,000 | ||||||||
250,000 | Ibere Pharmaceuticals | 2,472,500 | ||||||||
200,000 | Iconic Sports Acquisition Corp. | 2,022,000 | ||||||||
100,000 | Independence Holdings Corp. | 987,000 | ||||||||
750,000 | Industrial Tech Acquisitions Unit | 7,522,500 | ||||||||
1,500,000 | Infinite Acquisition Corp. | 14,955,000 | ||||||||
876,447 | InFinT Acquisition Corp. | 8,860,879 | ||||||||
1,000,000 | Inflection Point Acquisition Corp. | 9,850,000 | ||||||||
400,000 | Innovative International Acquisition Corp. | 4,032,000 | ||||||||
700,000 | Insight Acquisition Corp. | 6,944,000 | ||||||||
250,000 | Integral Acquisition Corp. | 2,506,250 |
NUMBER OF | VALUE | |||||||||
308,270 | Integrated Wellness Acquisition Corp. | $ | 3,118,151 | |||||||
1,500,000 | Investcorp Europe Acquisition Corp. I | 15,090,000 | ||||||||
220,000 | Itiquira Acquisition Corp. | 2,189,000 | ||||||||
500,000 | IX Acquisition Corp. | 4,945,000 | ||||||||
50,000 | Jack Creek Investment Corp. | 494,000 | ||||||||
750,000 | Jackson Acquisition Company | 7,432,500 | ||||||||
400,000 | Jatt Acquisition Corp. | 3,994,000 | ||||||||
100,000 | Jaws Hurricane Acquisition Corp. | 982,000 | ||||||||
100,000 | Jaws Juggernaut Acquisition Corp. | 981,500 | ||||||||
175,000 | Jaws Mustang Acquisition Corp. | 1,729,000 | ||||||||
100,000 | JOFF Fintech Acquisition Corp. | 987,500 | ||||||||
350,000 | Juniper II Corp. | 3,519,250 | ||||||||
296,200 | Kensington Capital Acquisition Corp. V | 3,010,873 | ||||||||
50,120 | Kernel Group Holdings, Inc. | 494,684 | ||||||||
250,000 | Kernel Group Holdings, Inc. - Class A | 2,467,500 | ||||||||
500,000 | Keyarch Acquisition Corp. | 4,985,000 | ||||||||
20,000 | Khosla Ventures Acquisition Company | 195,800 | ||||||||
400,000 | Kimbell Tiger Acquisition Corp. | 4,067,680 | ||||||||
500,000 | Kismet Acquisition Three Corp. | 4,935,000 | ||||||||
500,000 | Kismet Acquisition Two Corp. | 4,920,000 | ||||||||
1,000,000 | Knightswan Acquisition Corp. | 10,010,000 | ||||||||
100,000 | L Catterton Asia Acquisition Corp. | 987,000 | ||||||||
1,500,000 | LAMF Global Ventures Corp. I | 15,000,000 | ||||||||
18,259 | Landcadia Holdings IV, Inc. | 179,577 | ||||||||
500,000 | Latamgrowth Spac | 5,015,000 | ||||||||
25,000 | LAVA Medtech Acquisition Corp. | 252,250 | ||||||||
5,000 | LDH Growth Corp. I | 49,150 | ||||||||
825,000 | Learn CW Investment Corp. | 8,196,375 | ||||||||
1,500,000 | Legato Merger Corp. II | 14,925,000 | ||||||||
150,000 | Levere Holdings Corp. | 1,479,750 | ||||||||
550,000 | LF Capital Acquisition Corp. II | 5,533,000 | ||||||||
150,000 | Liberty Resources Acquisition Corp. | 1,516,500 | ||||||||
200,000 | Lionheart III Corp. | 2,017,000 | ||||||||
500,000 | LIV Capital Acquisition Corp. II | 5,035,000 | ||||||||
20,888 | Live Oak Crestview Climate Acquisition Corp. | 204,389 | ||||||||
100,000 | Live Oak Mobility Acquisition Corp. | 986,000 | ||||||||
75,000 | Longview Acquisition Corp. II | 739,500 | ||||||||
1,250,000 | M3-Brigade Acquisition III Corp. | 12,537,500 | ||||||||
850,450 | Macondray Capital Acquisition Corp. I | 8,487,491 | ||||||||
456,321 | Marblegate Acquisition Corp. | 4,544,957 | ||||||||
400,000 | Mason Industrial Technology, Inc. | 3,928,000 | ||||||||
862,277 | McLaren Technology Acquisition Corp. | 8,795,225 | ||||||||
250,000 | Mercato Partners Acquisition Corp. | 2,516,250 | ||||||||
500,000 | Mercury Ecommerce Acquisition Corp. | 4,990,000 | ||||||||
225,000 | Mission Advancement Corp. | 2,220,750 | ||||||||
100,000 | Monument Circle Acquisition Corp. | 989,000 | ||||||||
1,250,000 | Motive Capital Corp. II | 12,512,500 | ||||||||
1,350,700 | Mountain & Company I Acquisition Corp. | 13,763,633 | ||||||||
50,000 | Music Acquisition Corp. | 494,000 | ||||||||
400,000 | Nabors Energy Transition Corp. | 4,052,000 | ||||||||
1,500,000 | New Providence Acquisition Corp. II | 15,045,000 |
See accompanying Notes to Schedule of Investments
9
Calamos Market Neutral Income Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
NUMBER OF | VALUE | |||||||||
5,000 | New Vista Acquisition Corp. | $ | 49,400 | |||||||
1,000,000 | Newcourt Acquisition Corp. | 10,165,000 | ||||||||
800,000 | NewHold Investment Corp. II | 7,932,000 | ||||||||
18,129 | Northern Genesis Acquisition Corp. III | 178,661 | ||||||||
20,000 | Northern Star Investment Corp. III | 196,600 | ||||||||
20,000 | Northern Star Investment Corp. IV | 196,600 | ||||||||
500,000 | Nubia Brand International Corp. | 5,015,000 | ||||||||
100,000 | OceanTech Acquisitions I Corp. | 1,030,000 | ||||||||
500,000 | OmniLit Acquisition Corp. | 5,030,000 | ||||||||
100,000 | One Equity Partners Open Water I Corp. | 985,000 | ||||||||
1,500,000 | Onyx Acquisition Company I | 15,135,000 | ||||||||
485,489 | OPY Acquisition Corp. I | 4,813,623 | ||||||||
300,000 | Orion Acquisition Corp. | 2,970,000 | ||||||||
375,000 | Orion Biotech Opportunities Corp. | 3,682,500 | ||||||||
750,000 | Osiris Acquisition Corp. | 7,357,500 | ||||||||
302,300 | Oyster Enterprises Acquisition Corp. | 2,989,747 | ||||||||
1,250,000 | Papaya Growth Opportunity Company Unit | 12,556,250 | ||||||||
250,000 | Parabellum Acquisition Corp. | 2,482,500 | ||||||||
300,000 | Patria Latin American Opportunity Acquisition Corp. | 3,054,000 | ||||||||
1,000,000 | Pearl Holdings Acquisition Corp. | 10,000,000 | ||||||||
918,300 | Pegasus Digital Mobility Acquisition Corp. | 9,490,631 | ||||||||
700,000 | PepperLime Health Acquisition Corp. | 7,346,500 | ||||||||
384,490 | Perception Capital Corp. | 3,902,574 | ||||||||
500,000 | Peridot Acquisition Corp. II | 4,925,000 | ||||||||
25,000 | Phoenix Biotech Acquisition Corp. | 253,000 | ||||||||
710,000 | Pine Technology Acquisition Corp. | 7,000,600 | ||||||||
15,000 | Pivotal Investment Corp. III | 147,900 | ||||||||
100,000 | Plum Acquisition Corp. I | 985,000 | ||||||||
380,000 | Pono Capital Corp. | 3,858,900 | ||||||||
432,281 | Portage Fintech Acquisition Corp. | 4,214,740 | ||||||||
92,081 | Post Holdings Partnering Corp. | 901,473 | ||||||||
100,000 | Power & Digital Infrastructure Acquisition II Corp. | 995,000 | ||||||||
70,000 | Primavera Capital Acquisition Corp. | 690,900 | ||||||||
250,000 | Priveterra Acquisition Corp. | 2,470,000 | ||||||||
500,000 | Project Energy Reimagined | 4,910,000 | ||||||||
1,500,000 | PROOF Acquisition Corp. I | 15,015,000 | ||||||||
250,000 | Property Solutions Acquisition Corp. II | 2,465,000 | ||||||||
500,000 | PWP Forward Acquisition Corp. I | 4,932,500 | ||||||||
100,000 | Pyrophyte Acquisition Corp. | 1,016,500 | ||||||||
1,373,044 | RCF Acquisition Corp. | 13,867,744 | ||||||||
10,000 | Revolution Healthcare Acquisition Corp. | 98,450 | ||||||||
2,000,000 | Rigel Resource Acquisition Corp. | 20,230,000 | ||||||||
200,000 | RMG Acquisition Corp. III | 1,976,000 | ||||||||
500,000 | ROC Energy Acquisition Corp. | 5,045,000 | ||||||||
230,805 | Rose Hill Acquisition Corp. | 2,344,979 | ||||||||
244,578 | Rosecliff Acquisition Corp. I | 2,412,762 | ||||||||
400,000 | Ross Acquisition Corp. II | 3,948,000 | ||||||||
250,000 | Roth Ch Acquisition IV Company | 2,517,500 | ||||||||
500,000 | Roth CH Acquisition V Company | 4,980,000 | ||||||||
450,000 | RXR Acquisition Corp. | 4,437,000 | ||||||||
40,000 | Sanaby Health Acquisition Corp. I | 404,000 | ||||||||
75,000 | Sandbridge X2 Corp. | 737,250 | ||||||||
301,696 | Schultze Special Purpose Acquisition Corp. II | 3,022,994 | ||||||||
100,000 | Science Strategic Acquisition Corp. Alpha | 985,000 |
NUMBER OF | VALUE | |||||||||
100,000 | ScION Tech Growth II | $ | 1,000,000 | |||||||
421,000 | Sculptor Acquisition Corp. I | 4,224,735 | ||||||||
800,000 | SDCL EDGE Acquisition Corp. | 7,924,000 | ||||||||
150,000 | Seaport Calibre Materials Acquisition Corp. | 1,513,500 | ||||||||
150,000 | Seaport Global Acquisition II Corp. | 1,512,000 | ||||||||
2,000,000 | Semper Paratus Acquisition Corp. | 20,230,000 | ||||||||
600,530 | Shelter Acquisition Corp. I | 5,975,274 | ||||||||
2,000,000 | ShoulderUp Technology Acquisition Corp. | 20,070,000 | ||||||||
500,000 | SHUAA Partners Acquisition Corp. I | 5,060,000 | ||||||||
36,903 | Sierra Lake Acquisition Corp. | 367,923 | ||||||||
500,000 | Signal Hill Acquisition Corp. | 5,055,000 | ||||||||
208,021 | Silver Spike Acquisition Corp. II | 2,051,087 | ||||||||
507,400 | SILVERspac, Inc. | 4,959,835 | ||||||||
50,000 | Simon Property Group Acquisition Holdings, Inc. | 493,000 | ||||||||
1,000,000 | Sizzle Acquisition Corp. | 10,110,000 | ||||||||
500,000 | Skydeck Acquisition Corp. | 4,885,000 | ||||||||
30,000 | Slam Corp. | 296,550 | ||||||||
50,000 | Soar Technology Acquisition Corp. | 510,500 | ||||||||
300,000 | Social Capital Suvretta Holdings Corp. I - Class A | 2,988,000 | ||||||||
300,000 | Social Capital Suvretta Holdings Corp. II - Class A | 2,925,000 | ||||||||
300,000 | Social Capital Suvretta Holdings Corp. IV - Class A | 2,925,000 | ||||||||
10,000 | Social Leverage Acquisition Corp. I | 98,600 | ||||||||
400,000 | Software Acquisition Group III, Inc. | 4,048,000 | ||||||||
300,000 | Sound Point Acquisition Corp. I, Ltd. | 3,054,000 | ||||||||
1,000,000 | Southport Acquisition Corp. | 10,025,000 | ||||||||
1,500,000 | Spindletop Health Acquisition Corp. | 15,150,000 | ||||||||
1,250,000 | spIntelligent Medicine Acquisition Corp. | 12,612,500 | ||||||||
100,000 | SportsMap Tech Acquisition Corp. | 1,005,000 | ||||||||
500,000 | Spree Acquisition Corp. 1, Ltd. | 5,037,500 | ||||||||
600,573 | Springwater Special Situations Corp. | 5,981,707 | ||||||||
1,500,000 | ST Energy Transition I, Ltd. | 15,000,000 | ||||||||
500,000 | StoneBridge Acquisition Corp. | 5,045,000 | ||||||||
500,000 | Stratim Cloud Acquisition Corp. | 4,930,000 | ||||||||
292,080 | Summit Healthcare Acquisition Corp. | 2,872,607 | ||||||||
100,000 | Supernova Partners Acquisition Company III, Ltd. | 984,000 | ||||||||
25,000 | Sustainable Development Acquisition I Corp. | 246,750 | ||||||||
5,000 | SVF Investment Corp. 2 - Class A | 49,250 | ||||||||
500,000 | Swiftmerge Acquisition Corp. | 4,955,000 | ||||||||
250,000 | Tailwind International Acquisition Corp. | 2,467,500 | ||||||||
100,000 | Talon 1 Acquisition Corp. | 1,016,500 | ||||||||
1,000,000 | Target Global Acquisition I Corp. | 10,000,000 | ||||||||
700,000 | TB, SA Acquisition Corp. | 6,881,000 | ||||||||
200,000 | TCW Special Purpose Acquisition Corp. | 1,962,000 | ||||||||
500,000 | Tech and Energy Transition Corp. | 4,922,500 | ||||||||
25,000 | Thrive Acquisition Corp. | 253,750 | ||||||||
100,000 | Thunder Bridge Capital Partners III, Inc. | 988,000 |
See accompanying Notes to Schedule of Investments
10
Calamos Market Neutral Income Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
NUMBER OF SHARES | VALUE | |||||||||
500,000 | Thunder Bridge Capital Partners IV, Inc. | $ | 4,870,000 | |||||||
20,000 | Tishman Speyer Innovation Corp. II | 198,500 | ||||||||
300,000 | TKB Critical Technologies 1 | 3,040,500 | ||||||||
600,000 | TLG Acquisition One Corp. | 5,916,000 | ||||||||
657,389 | TLGY Acquisition Corp. | 6,672,498 | ||||||||
500,000 | TortoiseEcofin Acquisition Corp. III | 4,925,000 | ||||||||
500,000 | Trajectory Alpha Acquisition Corp. | 4,955,000 | ||||||||
25,000 | Tribe Capital Growth Corp. I | 245,750 | ||||||||
1,485,784 | Trine II Acquisition Corp. | 14,909,842 | ||||||||
900,000 | Tristar Acquisition I Corp. | 8,973,000 | ||||||||
537,329 | Twelve Seas Investment Company II | 5,306,124 | ||||||||
250,000 | Twin Ridge Capital Acquisition Corp. | 2,463,750 | ||||||||
100,000 | TZP Strategies Acquisition Corp. | 989,000 | ||||||||
700,559 | UTA Acquisition Corp. | 7,110,674 | ||||||||
1,250,000 | Vahanna Tech Edge Acquisition I Corp. | 12,650,000 | ||||||||
50,000 | Valor Latitude Acquisition Corp. | 490,500 | ||||||||
200,000 | Vector Acquisition Corp. II - Class A | 1,968,000 | ||||||||
210,000 | Velocity Acquisition Corp. | 2,073,750 | ||||||||
1,500,000 | VMG Consumer Acquisition Corp. | 14,985,000 | ||||||||
5,000 | Warburg Pincus Capital Corp. I-A | 50,000 | ||||||||
20,000 | Warburg Pincus Capital Corp. I-B | 197,000 | ||||||||
370,548 | Warrior Technologies Acquisition Company | 3,703,627 | ||||||||
800,000 | Waverley Capital Acquisition Corp. 1 | 7,828,000 | ||||||||
800,000 | World Quantum Growth Acquisition Corp. | 8,000,000 | ||||||||
579,015 | Worldwide Webb Acquisition Corp. | 5,778,570 | ||||||||
800,000 | Xpac Acquisition Corp. | 7,832,000 | ||||||||
100,000 | Z-Work Acquisition Corp. | 990,000 | ||||||||
100,000 | Zimmer Energy Transition Acquisition Corp. | 987,500 | ||||||||
|
|
| ||||||||
1,717,645,720 | ||||||||||
|
|
| ||||||||
Utilities (1.5%) | ||||||||||
519,509 | AES Corp.~ | 11,543,490 | ||||||||
203,160 | American Electric Power Company, Inc.~ | 20,023,450 | ||||||||
188,625 | CMS Energy Corp.~ | 12,964,196 | ||||||||
157,928 | Consolidated Edison, Inc. | 15,677,513 | ||||||||
57,867 | Constellation Energy Corp. | 3,825,009 | ||||||||
186,673 | Dominion Energy, Inc.~ | 15,303,453 | ||||||||
257,954 | Duke Energy Corp.~ | 28,356,883 | ||||||||
123,987 | Edison International | 8,402,599 | ||||||||
115,481 | Entergy Corp. | 13,295,327 | ||||||||
173,601 | Exelon Corp. | 8,070,710 | ||||||||
261,419 | FirstEnergy Corp.~ | 10,744,321 | ||||||||
426,295 | NextEra Energy, Inc. | 36,017,665 | ||||||||
319,963 | NiSource, Inc. | 9,726,875 | ||||||||
405,797 | PNM Resources, Inc. | 19,587,821 | ||||||||
200,856 | Public Service Enterprise Group, Inc.~ | 13,190,213 | ||||||||
287,112 | Southern Company | 22,076,042 |
NUMBER OF SHARES | VALUE | |||||||||
229,809 | Xcel Energy, Inc. | $ | 16,817,423 | |||||||
|
|
| ||||||||
265,622,990 | ||||||||||
|
|
| ||||||||
TOTAL COMMON STOCKS (Cost $9,139,090,848) |
| 10,626,127,079 |
| |||||||
|
|
| ||||||||
EXCHANGE-TRADED FUND (3.6%) | ||||||||||
Other (3.6%) | ||||||||||
| 1,554,942 | | SPDR S&P 500 ETF Trust^ (Cost $661,281,711) |
| 640,620,554 |
| ||||
|
|
| ||||||||
INVESTMENT IN AFFILIATED FUND (1.9%) | ||||||||||
Other (1.9%) | ||||||||||
| 35,117,150 | | Calamos Short-Term Bond Fund (Cost $350,000,000) |
| 333,964,095 |
| ||||
|
|
| ||||||||
WARRANTS (0.0%) # | ||||||||||
Financials (0.0%) | ||||||||||
| 166,666 | | Angel Pond Holdings Corp. 12/31/27, Strike $11.50 |
| 65,000 |
| ||||
| 62,500 | | Aries I Acquisition Corp. 05/07/23, Strike $11.50 |
| 7,500 |
| ||||
| 50,000 | | Fortistar Sustainable Solutions Corp. 12/31/27, Strike $11.50 |
| 4,500 |
| ||||
|
|
| ||||||||
77,000 | ||||||||||
|
|
| ||||||||
Industrials (0.0%) | ||||||||||
| 116,666 | | Terran Orbital Corp. 03/09/28, Strike $11.50 |
| 45,500 |
| ||||
|
|
| ||||||||
Other (0.0%) | ||||||||||
| 250,000 | | SpringBig Holdings, Inc.& 06/14/27, Strike $11.50 |
| 35,000 |
| ||||
|
|
| ||||||||
Special Purpose Acquisition Companies (0.0%) |
| |||||||||
| 83,333 | | 10X Capital Venture Acquisition Corp. 12/31/27, Strike $11.50 |
| 9,504 |
| ||||
| 300,000 | | AMCI Acquisition Corp. II 12/31/28, Strike $11.50 |
| 89,775 |
| ||||
| 255,698 | | Astrea Acquisition Corp. 01/13/26, Strike $11.50 |
| 21,402 |
| ||||
| 80,000 | | Atlantic Coastal Acquisition Corp. 12/31/27, Strike $11.50 |
| 4,008 |
| ||||
| 70,000 | | Cartesian Growth Corp. 12/31/27, Strike $11.50 |
| 41,650 |
| ||||
| 41,666 | | Corner Growth Acquisition Corp. 2 03/01/23, Strike $11.50 |
| 4,169 |
| ||||
| 25,000 | | COVA Acquisition Corp. 12/31/27, Strike $11.50 |
| 2,627 |
| ||||
| 133,333 | | Crown PropTech Acquisitions 12/31/27, Strike $11.50 |
| 12,840 |
| ||||
| 5,000 | | EUR | ESG Core Investments, BV 12/31/27, Strike 11.50 |
| 588 |
| |||
| 350,000 | | Founder SPAC 04/19/28, Strike $11.50 |
| 105,035 |
| ||||
| 200,000 | | Future Health ESG Corp. 02/19/23, Strike $11.50 |
| 68,060 |
| ||||
| 20,000 | | Grove Collaborative Hldgs, Inc. 03/13/26, Strike $11.50 |
| 7,174 |
| ||||
| 200,000 | | Jatt Acquisition Corp. 06/15/23, Strike $11.50 |
| 49,980 |
|
See accompanying Notes to Schedule of Investments
11
Calamos Market Neutral Income Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
NUMBER OF | VALUE | |||||||||
| 750,000 | | Legato Merger Corp. 02/05/23, Strike $11.50 | $ | 262,500 |
| ||||
| 166,666 | | Metals Acquisition Corp. 07/12/26, Strike $11.50 |
| 70,000 |
| ||||
| 220,903 | | Mondee Holdings, Inc. 07/18/27, Strike $11.50 |
| 72,832 |
| ||||
| 285,000 | | Pono Capital Corp. 12/16/22, Strike $11.50 |
| 19,594 |
| ||||
| 200,000 | | Prenetics Global, Ltd. Class A 05/17/27, Strike $8.91 |
| 60,000 |
| ||||
| 35,000 | | Primavera Capital Acquisition Corp. 01/19/26, Strike $11.50 |
| 7,696 |
| ||||
| 52,005 | | Silver Spike Acquisition Corp. II 02/26/26, Strike $11.50 |
| 3,120 |
| ||||
| 200,000 | | Software Acquisition Group Inc. III 12/31/27, Strike $11.50 |
| 50,000 |
| ||||
| 128,165 | | Tekkorp Digital Acquisition Corp. 10/26/27, Strike $11.50 |
| 14,098 |
| ||||
| 100,000 | | Thunder Bridge Capital Partners IV, Inc. 03/12/23, Strike $11.50 |
| 22,325 |
| ||||
| 266,666 | | Xpac Acquisition Corp. 05/13/27, Strike $11.50 |
| 41,466 |
| ||||
|
|
| ||||||||
1,040,443 | ||||||||||
|
|
| ||||||||
TOTAL WARRANTS (Cost $1,728,741) | 1,197,943 | |||||||||
|
|
| ||||||||
NUMBER OF | VALUE | |||||||||
PURCHASED OPTIONS (0.5%) # | ||||||||||
Communication Services (0.0%) | ||||||||||
Cyberagent, Inc. | ||||||||||
70 | JPY | |||||||||
718,704,000 | Call, 02/17/23, Strike 95.44 | $ | 408,060 | |||||||
30 | JPY | |||||||||
396,300,000,000 | Call, 02/19/25, Strike 93.40 | 396,344 | ||||||||
10 | JPY | |||||||||
132,100,000,000 | Call, 02/17/23, Strike 95.84 | 56,079 | ||||||||
165 | JPY | Koei Tecmo Holdings Co., Ltd. | ||||||||
7,639,500,000,000 | Call, 12/20/24, Strike 97.97 | 1,428,971 | ||||||||
50 | JPY | Zenrin Company, Ltd. | ||||||||
463,698,124,500 | Call, 03/31/23, Strike 96.21 | 133,297 | ||||||||
|
|
| ||||||||
2,422,751 | ||||||||||
|
|
| ||||||||
Consumer Discretionary (0.0%) | ||||||||||
Edion Corp. | ||||||||||
50 | JPY | |||||||||
6,270,000,000 | Call, 06/19/25, Strike 94.30 | 822,594 | ||||||||
60 | JPY | |||||||||
752,400,000,000 | Call, 06/19/25, Strike 99.51 | 750,506 | ||||||||
50 | JPY | |||||||||
627,000,000,000 | Call, 06/19/25, Strike 95.45 | 779,474 | ||||||||
100 | JPY | His Company, Ltd. | ||||||||
2,005,000,000,000 | Call, 11/15/24, Strike 96.54 | | ||||||||
100 | JPY | Kyoritsu Maintenance Company, Ltd. | ||||||||
5,100,000,000,000 | Call, 01/29/26, Strike 94.89 | 2,073,358 |
NUMBER OF | VALUE | |||||||||
Takashimaya Company, Ltd. | ||||||||||
100 | JPY | |||||||||
14,325,468,480 | Call, 12/06/23, Strike 97.28 | $ | 407,580 | |||||||
50 | JPY | |||||||||
7,162,734,240 | Call, 12/06/23, Strike 97.29 | 203,359 | ||||||||
50 | JPY | |||||||||
7,162,734,240 | Call, 12/06/23, Strike 97.18 | 207,232 | ||||||||
|
|
| ||||||||
5,244,103 | ||||||||||
|
|
| ||||||||
Consumer Staples (0.0%) | ||||||||||
7,500 | Beyond Meat, Inc. | |||||||||
23,992,500 | Put, 01/19/24, Strike $10.00 | 2,021,250 | ||||||||
Ezaki Glico Company, Ltd. | ||||||||||
100 | JPY | |||||||||
38,961,926,850 | Call, 01/30/24, Strike 97.57 | 200,913 | ||||||||
50 | JPY | |||||||||
19,480,963,425 | Call, 01/30/24, Strike 96.89 | 128,736 | ||||||||
50 | JPY | Nippn Corp. | ||||||||
802,000,000,000 | Call, 06/20/25, Strike 98.27 | 154,829 | ||||||||
|
|
| ||||||||
2,505,728 | ||||||||||
|
|
| ||||||||
Health Care (0.0%) | ||||||||||
100 | JPY | |||||||||
2,005,000,000,000 | Medipal Holdings Corp. Call, 10/07/22, Strike 98.52 | 126,201 | ||||||||
Ship Healthcare Holdings, Inc. | ||||||||||
72 | JPY | |||||||||
1,834,885,267,200 | Call, 12/13/23, Strike 97.95 | 633,521 | ||||||||
50 | JPY | |||||||||
1,274,225,880,000 | Call, 12/13/23, Strike 97.68 | 450,091 | ||||||||
25 | JPY | |||||||||
637,112,940,000 | Call, 12/13/23, Strike 98.32 | 213,015 | ||||||||
100 | JPY | |||||||||
2,042,095,320,000 | Toho Holdings Company, Ltd. Call, 06/23/23, Strike 98.43 | 91,953 | ||||||||
|
|
| ||||||||
1,514,781 | ||||||||||
|
|
| ||||||||
Industrials (0.0%) | ||||||||||
100 | JPY | ANA Holdings, Inc. | ||||||||
24,894,677,070 | Call, 09/19/24, Strike 96.53 | 25,216 | ||||||||
100 | Asashi Refining US, Inc. | |||||||||
319,000,000 | Call, 03/16/26, Strike $88.78 | 795,000 | ||||||||
160 | JPY | |||||||||
1,760,000,000,000 | Seino Holdings Company, Ltd. Call, 03/31/26, Strike 97.31 | 401,648 | ||||||||
|
|
| ||||||||
1,221,864 | ||||||||||
|
|
| ||||||||
Information Technology (0.0%) | ||||||||||
Digital Garage, Inc. | ||||||||||
150 | JPY | |||||||||
58,119,212,850 | Call, 09/14/23, Strike 94.68 | 752,109 | ||||||||
50 | JPY | |||||||||
19,373,070,950 | Call, 09/14/23, Strike 94.80 | 246,185 | ||||||||
|
|
| ||||||||
998,294 | ||||||||||
|
|
|
See accompanying Notes to Schedule of Investments
12
Calamos Market Neutral Income Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
NUMBER OF | VALUE | |||||||||
Materials (0.0%) | ||||||||||
45 | JPY | Maeda Kosen Company, Ltd. | ||||||||
| 1,395,000,000,000 | | Call, 04/18/24, Strike 99.90 Nippon Steel Corp. | $ | 231,463 | | ||||
100 | JPY | |||||||||
1,970,000,000,000 | Call, 10/04/24, Strike 98.59 | 355,392 | ||||||||
100 | JPY | |||||||||
1,970,000,000,000 | Call, 10/05/26, Strike 97.61 | 602,487 | ||||||||
50 | JPY | |||||||||
985,000,000,000 | Call, 10/05/26, Strike 96.93 | 334,632 | ||||||||
|
|
| ||||||||
1,523,974 | ||||||||||
|
|
| ||||||||
Other (0.5%) | ||||||||||
S&P 500 Index | ||||||||||
7,000 | ||||||||||
2,891,203,000 | Put, 08/31/22, Strike $3,600.00 | 5,355,000 | ||||||||
7,000 | ||||||||||
2,891,203,000 | Put, 12/30/22, Strike $3,600.00 | 55,265,000 | ||||||||
5,000 | ||||||||||
2,065,145,000 | Put, 08/31/22, Strike $3,800.00 | 9,725,000 | ||||||||
1,000 | ||||||||||
413,029,000 | Call, 09/30/22, Strike $4,300.00 | 6,190,000 | ||||||||
|
|
| ||||||||
76,535,000 | ||||||||||
|
|
| ||||||||
TOTAL PURCHASED OPTIONS (Cost $219,255,653) | 91,966,495 | |||||||||
|
|
| ||||||||
NUMBER OF | VALUE | |||||||||
| INVESTMENT OF CASH COLLATERAL FOR | |||||||||
227,059,782 | JPMorgan Prime Money Market Fund Capital Class, 0.400%*** | 227,059,782 | ||||||||
350,750,024 | State Street Navigator Securities Lending Government Money Market Portfolio, 2.001% | 350,750,024 | ||||||||
|
|
| ||||||||
TOTAL INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED (Cost $577,809,806) | 577,809,806 | |||||||||
|
|
| ||||||||
| TOTAL INVESTMENTS (102.8%) (Cost $17,337,224,472) | 18,149,974,875 | ||||||||
|
|
| ||||||||
| PAYABLE UPON RETURN OF SECURITIES ON | (577,809,806 | ) | |||||||
|
|
| ||||||||
OTHER ASSETS, LESS LIABILITIES (0.5%) | 94,611,032 | |||||||||
|
|
| ||||||||
NET ASSETS (100.0%) | $ | 17,666,776,101 | ||||||||
|
|
|
NUMBER OF | VALUE | |||||||||
COMMON STOCKS SOLD SHORT (-14.8%) # | ||||||||||
Communication Services (-1.6%) | ||||||||||
(48,800) | Bandwidth, Inc. Class A | $ | (811,544 | ) | ||||||
(470,848) | Bilibili, Inc. | (11,507,525 | ) | |||||||
(814,500) | EUR | Cellnex Telecom, SA* | (36,286,909 | ) | ||||||
(636,000) | JPY | CyberAgent, Inc. | (6,300,382 | ) | ||||||
(150,600) | Eventbrite, Inc. Class A | (1,409,616 | ) | |||||||
(69,800) | JOYY, Inc. | (1,807,122 | ) | |||||||
(153,100) | JPY | Koei Tecmo Holdings Company, Ltd. | (5,315,733 | ) | ||||||
(10,484,169) | EUR | Koninklijke KPN, NV | (34,514,116 | ) | ||||||
(260,300) | Lyft, Inc. Class A | (3,607,758 | ) | |||||||
(283,347) | Match Group, Inc. | (20,772,169 | ) | |||||||
(64,600) | Radius Global Infrastructure, Inc. | (987,088 | ) | |||||||
(238,738) | Sea, Ltd. | (18,220,484 | ) | |||||||
(975,767) | Snap, Inc. Class A | (9,640,578 | ) | |||||||
(259,300) | T-Mobile USA, Inc. | (37,095,458 | ) | |||||||
(143,492) | TechTarget, Inc. | (9,354,243 | ) | |||||||
(39,170) | TripAdvisor, Inc. | (744,622 | ) | |||||||
(431,000) | Twitter, Inc. | (17,933,910 | ) | |||||||
(770,200) | World Wrestling Entertainment, Inc. Class A | (53,382,562 | ) | |||||||
(497,000) | Zillow Group, Inc. Class C | (17,335,360 | ) | |||||||
|
|
| ||||||||
(287,027,179 | ) | |||||||||
|
|
| ||||||||
Consumer Discretionary (-2.4%) | ||||||||||
(51,800) | 2U, Inc. | (507,122 | ) | |||||||
(91,500) | Airbnb, Inc. Class A | (10,154,670 | ) | |||||||
(532,500) | American Eagle Outfitters, Inc. | (6,411,300 | ) | |||||||
(981,400) | HKD | ANTA Sports Products, Ltd. | (10,795,538 | ) | ||||||
(321,250) | Aptiv, PLC | (33,695,913 | ) | |||||||
(436,231) | Carnival Corp. | (3,952,253 | ) | |||||||
(13,500) | Cheesecake Factory, Inc. | (394,605 | ) | |||||||
(41,898) | Chegg, Inc. | (892,427 | ) | |||||||
(300,000) | Chewy, Inc. Class A | (11,643,000 | ) | |||||||
(13,823) | Cracker Barrel Old Country Store, Inc. | (1,314,153 | ) | |||||||
(86,278) | EUR | Delivery Hero, SE* | (4,136,543 | ) | ||||||
(697,808) | Dicks Sporting Goods, Inc. | (65,307,851 | ) | |||||||
(117,300) | DraftKings, Inc. Class A | (1,610,529 | ) | |||||||
(878,100) | JPY | EDION Corp. | (8,257,498 | ) | ||||||
(389,959) | Etsy, Inc. | (40,446,547 | ) | |||||||
(700,000) | Farfetch, Ltd. Class A | (5,558,000 | ) | |||||||
(13,900) | Fiverr International, Ltd. | (445,912 | ) | |||||||
(20,000) | Ford Motor Company~ | (293,800 | ) | |||||||
(279,080) | Guess?, Inc. | (5,277,403 | ) | |||||||
(119,100) | JPY | Kyoritsu Maintenance Company, Ltd. | (4,555,006 | ) | ||||||
(274,900) | Li Auto, Inc. | (9,027,716 | ) | |||||||
(272,901) | Luminar Technologies, Inc. Class A | (1,844,811 | ) | |||||||
(25,000) | Marriott Vacations Worldwide Corp. | (3,423,000 | ) | |||||||
(61,000) | HKD | Meituan Class B* | (1,369,992 | ) | ||||||
(26,004) | MercadoLibre, Inc. | (21,159,715 | ) | |||||||
(175,000) | National Vision Holdings, Inc. | (5,099,500 | ) | |||||||
(47,128) | NIO, Inc. | (929,835 | ) | |||||||
(622,200) | Norwegian Cruise Line Holdings, Ltd. | (7,559,730 | ) | |||||||
(182,886) | GBP | Ocado Group, PLC | (1,869,499 | ) | ||||||
(105,550) | Pinduoduo, Inc. | (5,173,005 | ) | |||||||
(63,800) | Royal Caribbean Cruises, Ltd.^ | (2,469,698 | ) | |||||||
(21,000) | Shake Shack, Inc. Class A | (1,080,660 | ) | |||||||
(140,355) | Stride, Inc. | (6,271,061 | ) | |||||||
(133,300) | JPY | Takashimaya Company, Ltd. | (1,423,466 | ) |
See accompanying Notes to Schedule of Investments
13
Calamos Market Neutral Income Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
NUMBER OF | VALUE | |||||||||
(138,786) | Tesla, Inc. | $ | (123,720,780 | ) | ||||||
(7,800) | Vail Resorts, Inc. | (1,849,614 | ) | |||||||
(251,802) | Wayfair, Inc. Class A | (13,574,646 | ) | |||||||
(138,300) | Winnebago Industries, Inc. | (8,349,171 | ) | |||||||
|
|
| ||||||||
(431,845,969 | ) | |||||||||
|
|
| ||||||||
Consumer Staples (0.0%) | ||||||||||
(173,100) | Beauty Health Company | (2,305,692 | ) | |||||||
(55,100) | Herbalife Nutrition, Ltd. | (1,344,991 | ) | |||||||
(47,000) | JPY | Nippn Corp. | (565,339 | ) | ||||||
(69,400) | JPY | Yaoko Company, Ltd. | (3,367,214 | ) | ||||||
|
|
| ||||||||
(7,583,236 | ) | |||||||||
|
|
| ||||||||
Energy (-0.9%) | ||||||||||
(669,806) | Pioneer Natural Resources Company | (158,710,532 | ) | |||||||
|
|
| ||||||||
Financials (-0.1%) | ||||||||||
(30,500) | Coinbase Global, Inc. Class A | (1,920,280 | ) | |||||||
(34,000) | Hope Bancorp, Inc. | (511,360 | ) | |||||||
(136,800) | PRA Group, Inc. | (5,450,112 | ) | |||||||
(107,000) | SoFi Technologies, Inc. | (675,170 | ) | |||||||
(73,500) | Voya Financial, Inc. | (4,421,760 | ) | |||||||
|
|
| ||||||||
(12,978,682 | ) | |||||||||
|
|
| ||||||||
Health Care (-1.2%) | ||||||||||
(662,149) | Allscripts Healthcare Solutions, Inc. | (10,475,197 | ) | |||||||
(114,300) | Alphatec Holdings, Inc. | (861,822 | ) | |||||||
(30,400) | Ascendis Pharma, A/S | (2,600,112 | ) | |||||||
(125,066) | Bridgebio Pharma, Inc. | (1,083,072 | ) | |||||||
(87,790) | Coherus Biosciences, Inc. | (743,581 | ) | |||||||
(64,000) | Collegium Pharmaceutical, Inc. | (1,100,160 | ) | |||||||
(56,019) | CONMED Corp. | (5,469,135 | ) | |||||||
(5,864) | CryoPort, Inc. | (218,141 | ) | |||||||
(353,212) | Dexcom, Inc. | (28,991,641 | ) | |||||||
(433,000) | Envista Holdings Corp. | (17,601,450 | ) | |||||||
(97,500) | Evolent Health, Inc. Class A | (3,314,025 | ) | |||||||
(187,500) | Global Blood Therapeutics, Inc. | (6,135,000 | ) | |||||||
(513,125) | Halozyme Therapeutics, Inc. | (25,091,812 | ) | |||||||
(951,100) | Innoviva, Inc. | (13,638,774 | ) | |||||||
(160,531) | Insmed, Inc. | (3,550,946 | ) | |||||||
(34,000) | Insulet Corp. | (8,425,200 | ) | |||||||
(1,005,487) | Ironwood Pharmaceuticals, Inc. Class A | (11,512,826 | ) | |||||||
(111,600) | Jazz Pharmaceuticals, PLC | (17,416,296 | ) | |||||||
(25,000) | JPY | Medipal Holdings Corp. | (375,890 | ) | ||||||
(11,000) | Mesa Laboratories, Inc. | (2,345,750 | ) | |||||||
(31,233) | NeoGenomics, Inc. | (316,078 | ) | |||||||
(64,521) | Neurocrine Biosciences, Inc. | (6,073,362 | ) | |||||||
(36,400) | Novocure, Ltd. | (2,474,836 | ) | |||||||
(100,000) | Omnicell, Inc. | (11,012,000 | ) | |||||||
(99,300) | Pacira BioSciences, Inc. | (5,616,408 | ) | |||||||
(49,000) | Revance Therapeutics, Inc. | (760,480 | ) | |||||||
(189,500) | Sarepta Therapeutics, Inc. | (17,614,025 | ) | |||||||
(227,000) | JPY | Ship Healthcare Holdings, Inc. | (4,317,000 | ) | ||||||
(36,000) | Supernus Pharmaceuticals, Inc. | (1,143,000 | ) | |||||||
(20,283) | Teladoc Health, Inc. | (747,429 | ) | |||||||
|
|
| ||||||||
(211,025,448 | ) | |||||||||
|
|
| ||||||||
Industrials (-0.9%) | ||||||||||
(490,000) | CAD | Air Canada | (6,654,250 | ) | ||||||
(752,400) | American Airlines Group, Inc. | (10,315,404 | ) | |||||||
(242,700) | Chart Industries, Inc. | (47,348,343 | ) | |||||||
(513,000) | Clarivate, PLC | (7,433,370 | ) |
NUMBER OF | VALUE | |||||||||
(109,003) | FTI Consulting, Inc. | $ | (17,828,531 | ) | ||||||
(74,380) | Greenbrier Companies, Inc. | (2,366,772 | ) | |||||||
(54,800) | John Bean Technologies Corp. | (6,154,588 | ) | |||||||
(66,500) | Middleby Corp. | (9,621,885 | ) | |||||||
(19,000) | RBC Bearings, Inc. | (4,484,000 | ) | |||||||
(77,000) | JPY | Seino Holdings Company, Ltd. | (635,170 | ) | ||||||
(584,100) | Southwest Airlines Company~ | (22,265,892 | ) | |||||||
(48,992) | Stanley Black & Decker, Inc. | (4,768,391 | ) | |||||||
(71,600) | Stem, Inc. | (811,228 | ) | |||||||
(175,305) | Upwork, Inc. | (3,253,661 | ) | |||||||
(715,000) | Virgin Galactic Holdings, Inc. | (5,319,600 | ) | |||||||
|
|
| ||||||||
(149,261,085 | ) | |||||||||
|
|
| ||||||||
Information Technology (-6.7%) | ||||||||||
(221,345) | 3D Systems Corp. | (2,532,187 | ) | |||||||
(19,000) | Affirm Holdings, Inc. | (509,960 | ) | |||||||
(841,900) | Akamai Technologies, Inc. | (81,007,618 | ) | |||||||
(94,250) | Altair Engineering, Inc. Class A | (5,552,268 | ) | |||||||
(18,835) | Alteryx, Inc. Class A | (912,179 | ) | |||||||
(50,836) | Avalara, Inc. | (4,444,083 | ) | |||||||
(109,700) | Bentley Systems, Inc. Class B | (4,344,120 | ) | |||||||
(26,300) | BigCommerce Holdings, Inc. | (411,595 | ) | |||||||
(178,259) | Bill.com Holdings, Inc. | (24,079,226 | ) | |||||||
(337,841) | Blackline, Inc. | (21,358,308 | ) | |||||||
(690,000) | Box, Inc. Class A | (19,623,600 | ) | |||||||
(26,586) | Broadcom, Inc. | (14,236,271 | ) | |||||||
(22,900) | Ceridian HCM Holding, Inc. | (1,254,233 | ) | |||||||
(93,594) | Cloudflare, Inc. Class A | (4,709,650 | ) | |||||||
(141,800) | Confluent, Inc. | (3,608,810 | ) | |||||||
(70,060) | Coupa Software, Inc. | (4,583,325 | ) | |||||||
(63,300) | CyberArk Software, Ltd. | (8,237,229 | ) | |||||||
(178,600) | Datadog, Inc. Class A | (18,218,986 | ) | |||||||
(72,000) | JPY | Digital Garage, Inc. | (2,076,041 | ) | ||||||
(72,050) | DigitalOcean Holdings, Inc. | (2,952,609 | ) | |||||||
(702,200) | Dropbox, Inc. Class A | (15,968,028 | ) | |||||||
(61,734) | Enphase Energy, Inc. | (17,543,568 | ) | |||||||
(92,400) | Envestnet, Inc. | (5,384,148 | ) | |||||||
(39,400) | Five9, Inc. | (4,259,928 | ) | |||||||
(69,833) | Guidewire Software, Inc. | (5,427,421 | ) | |||||||
(25,000) | i3 Verticals, Inc. Class A | (678,250 | ) | |||||||
(296,100) | II-VI, Inc. | (15,586,704 | ) | |||||||
(30,500) | Impinj, Inc. | (2,593,110 | ) | |||||||
(788,000) | Infinera Corp. | (5,161,400 | ) | |||||||
(146,400) | Insight Enterprises, Inc. | (13,675,224 | ) | |||||||
(70,973) | InterDigital, Inc. | (4,357,032 | ) | |||||||
(47,916) | Itron, Inc. | (2,798,294 | ) | |||||||
(82,800) | j2 Global, Inc. | (6,780,492 | ) | |||||||
(145,000) | Jamf Holding Corp. | (3,543,800 | ) | |||||||
(13,062,000) | HKD | Lenovo Group, Ltd. | (12,629,534 | ) | ||||||
(123,400) | LivePerson, Inc. | (1,683,176 | ) | |||||||
(655,439) | Lumentum Holdings, Inc. | (59,291,012 | ) | |||||||
(413,700) | Mandiant, Inc. | (9,424,086 | ) | |||||||
(22,949) | MicroStrategy, Inc.- Class A | (6,564,791 | ) | |||||||
(231,329) | MongoDB, Inc. Class A | (72,283,373 | ) | |||||||
(8,500) | New Relic, Inc. | (515,695 | ) | |||||||
(237,100) | Nice, Ltd. | (50,744,142 | ) | |||||||
(113,350) | Nova, Ltd. | (11,941,423 | ) | |||||||
(69,087) | Nutanix, Inc. Class A | (1,045,286 | ) | |||||||
(148,162) | Okta, Inc. | (14,586,549 | ) | |||||||
(466,000) | ON Semiconductor Corp. | (31,119,480 | ) | |||||||
(525,241) | Palo Alto Networks, Inc. | (262,147,783 | ) | |||||||
(78,900) | PAR Technology Corp. | (3,283,818 | ) | |||||||
(51,300) | Pegasystems, Inc. | (2,059,695 | ) | |||||||
(12,500) | Perficient, Inc. | (1,319,000 | ) | |||||||
(116,500) | Progress Software Corp. | (5,470,840 | ) | |||||||
(41,500) | PROS Holdings, Inc. | (1,011,355 | ) |
See accompanying Notes to Schedule of Investments
14
Calamos Market Neutral Income Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
NUMBER OF | VALUE | |||||||||
(52,130) | Q2 Holdings, Inc. | $ | (2,288,507 | ) | ||||||
(204,900) | Rapid7, Inc. | (13,107,453 | ) | |||||||
(75,600) | Repay Holdings Corp. | (1,013,040 | ) | |||||||
(30,711) | RingCentral, Inc. Class A | (1,519,887 | ) | |||||||
(541,000) | Sailpoint Technologies Holdings, Inc. | (34,499,570 | ) | |||||||
(146,300) | Shift4 Payments, Inc. Class A | (5,329,709 | ) | |||||||
(197,950) | Silicon Laboratories, Inc. | (29,193,666 | ) | |||||||
(196,400) | SMART Global Holdings, Inc. | (3,853,368 | ) | |||||||
(213,298) | Splunk, Inc. | (22,163,795 | ) | |||||||
(417,600) | Square, Inc. Class A | (31,762,656 | ) | |||||||
(473,975) | Teradyne, Inc. | (47,819,338 | ) | |||||||
(6,600) | Tyler Technologies, Inc. | (2,633,400 | ) | |||||||
(78,300) | Verint Systems, Inc. | (3,575,961 | ) | |||||||
(116,000) | Vishay Intertechnology, Inc. | (2,396,560 | ) | |||||||
(251,500) | Wolfspeed, Inc. | (20,949,950 | ) | |||||||
(223,912) | Workday, Inc. Class A | (34,728,751 | ) | |||||||
(164,700) | Workiva, Inc. Class A | (10,787,850 | ) | |||||||
(323,050) | Zendesk, Inc. | (24,364,431 | ) | |||||||
(111,000) | Zscaler, Inc. | (17,211,660 | ) | |||||||
|
|
| ||||||||
(1,184,730,287 | ) | |||||||||
|
|
| ||||||||
Materials (-0.3%) | ||||||||||
(552,021) | Allegheny Technologies, Inc. | (13,739,803 | ) | |||||||
(234,100) | JPY | Asahi Holdings, Inc. | (3,558,460 | ) | ||||||
(45,000) | Lithium Americas Corp. | (1,143,450 | ) | |||||||
(51,200) | JPY | Maeda Kosen Company, Ltd. | (1,190,251 | ) | ||||||
(306,500) | JPY | Nippon Steel Corp. | (4,527,972 | ) | ||||||
(83,961) | CHF | Sika, AG | (20,631,904 | ) | ||||||
|
|
| ||||||||
(44,791,840 | ) | |||||||||
|
|
| ||||||||
Real Estate (0.0%) | ||||||||||
(327,302) | Opendoor Technologies, Inc. | (1,607,053 | ) | |||||||
(113,400) | Realogy Holdings Corp. | (1,126,062 | ) | |||||||
(46,300) | Redfin Corp. | (402,810 | ) | |||||||
|
|
| ||||||||
(3,135,925 | ) | |||||||||
|
|
| ||||||||
Utilities (-0.7%) | ||||||||||
(168,003) | American Electric Power Company, Inc.~ | (16,558,376 | ) | |||||||
(99,322) | DTE Energy Company | (12,941,656 | ) | |||||||
(55,300) | NextEra Energy Partners, LP | (4,575,522 | ) | |||||||
(629,300) | NextEra Energy, Inc. | (53,169,557 | ) | |||||||
(950,000) | PG&E Corp. | (10,317,000 | ) | |||||||
(292,720) | Southern Company | (22,507,241 | ) | |||||||
(179,300) | Sunnova Energy International, Inc. | (4,665,386 | ) | |||||||
|
|
| ||||||||
(124,734,738 | ) | |||||||||
|
|
| ||||||||
TOTAL COMMON STOCKS SOLD SHORT (Proceeds $2,688,096,141) | (2,615,824,921 | ) | ||||||||
|
|
| ||||||||
| TOTAL SECURITIES SOLD SHORT (Proceeds $2,688,096,141) | (2,615,824,921 | ) | |||||||
|
|
|
NUMBER OF | VALUE | |||||||||
WRITTEN OPTIONS (-3.0%) # | ||||||||||
Consumer Discretionary (0.0%) | ||||||||||
Carnival Corp. | ||||||||||
6,000 | ||||||||||
5,436,000 | Call, 01/20/23, Strike $10.00 | $ | (960,000 | ) | ||||||
4,000 | ||||||||||
3,624,000 | Call, 01/20/23, Strike $12.50 | (352,000 | ) | |||||||
5,500 | Ford Motor Company | |||||||||
8,079,500 | Call, 01/19/24, Strike $20.00 | (712,250 | ) | |||||||
|
|
| ||||||||
(2,024,250 | ) | |||||||||
|
|
| ||||||||
Consumer Staples (0.0%) | ||||||||||
1,500 | Beyond Meat, Inc. | |||||||||
4,798,500 | Call, 01/19/24, Strike $70.00 | (389,250 | ) | |||||||
|
|
| ||||||||
Other (-3.0%) | ||||||||||
S&P 500 Index | ||||||||||
10,000 | ||||||||||
4,130,290,000 | Call, 12/30/22, Strike $3,900.00 | (394,400,000 | ) | |||||||
2,500 | ||||||||||
1,032,572,500 | Call, 08/31/22, Strike $3,800.00 | (87,200,000 | ) | |||||||
1,000 | ||||||||||
413,029,000 | Call, 09/30/22, Strike $4,100.00 | (15,725,000 | ) | |||||||
1,000 | ||||||||||
413,029,000 | Call, 09/30/22, Strike $4,000.00 | (22,420,000 | ) | |||||||
|
|
| ||||||||
(519,745,000 | ) | |||||||||
|
|
| ||||||||
TOTAL WRITTEN OPTIONS (Premium $337,000,532) | (522,158,500 | ) | ||||||||
|
|
|
FORWARD FOREIGN CURRENCY CONTRACTS
COUNTERPARTY | SHORT CONTRACTS | SETTLEMENT DATE | LOCAL CURRENCY | CURRENT VALUE | UNREALIZED GAIN/LOSS | |||||||||||||
Bank of New YorkYork | British Pound Sterling | 10/27/22 | 13,154,000 | $ | 16,051,746 | $ | (283,809 | ) | ||||||||||
State Street Bank and Trust | Japanese Yen | 10/27/22 | 3,036,670,000 | 22,931,980 | (734,381 | ) | ||||||||||||
Bank of New YorkYork | Swiss Franc | 10/27/22 | 23,181,000 | 24,513,528 | (420,060 | ) | ||||||||||||
State Street Bank and Trust | European Monetary Unit | 10/27/22 | 115,489,000 | 118,760,329 | (369,714 | ) | ||||||||||||
|
| |||||||||||||||||
$ | (1,807,964 | ) | ||||||||||||||||
|
|
NOTES TO SCHEDULE OF INVESTMENTS
~ | Security, or portion of security, is segregated as collateral (or collateral for potential future transactions) for written options and securities sold short. The aggregate value of such securities is $3,691,750,160. |
* | Securities issued and sold pursuant to a Rule 144A transaction are exempted from the registration requirement of the Securities Act of 1933, as amended. These securities may only be sold to qualified institutional buyers (QIBs), such as the Fund. Any resale of these securities must generally be effected through a sale that is registered under the Act or otherwise exempted from such registration requirements. |
^ | Security, or portion of security, is on loan. |
See accompanying Notes to Schedule of Investments
15
Calamos Market Neutral Income Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
§ | Securities exchangeable or convertible into securities of one or more entities that are different than the issuer. Each entity is identified in the parenthetical. |
# | Non-income producing security. |
*** | The rate disclosed is the 7 day net yield as of July 31, 2022. |
| Represents investment of cash collateral received from securities on loan as of July 31, 2022. |
& | Illiquid security. |
FOREIGN CURRENCY ABBREVIATION | ||
CAD | Canadian Dollar | |
CHF | Swiss Franc | |
EUR | European Monetary Unit | |
GBP | British Pound Sterling | |
HKD | Hong Kong Dollar | |
JPY | Japanese Yen |
Note: Value for securities denominated in foreign currencies is shown in U.S. dollars. The principal amount for such securities is shown in the respective foreign currency. The date on options represents the expiration date of the option contract. The option contract may be exercised at any date on or before the date shown. For purchased options denominated in JPY, the strike price shown is a percentage of the par value of the underlying.
See accompanying Notes to Schedule of Investments
16
Calamos Hedged Equity Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
PRINCIPAL | VALUE | |||||||||
CONVERTIBLE BOND (1.4%) | ||||||||||
Consumer Discretionary (1.4%) | ||||||||||
| 616,000 | | Tesla, Inc. 2.000%, 05/15/24 (Cost $6,587,300) | $ | 8,850,934 |
| ||||
|
|
| ||||||||
NUMBER OF | VALUE | |||||||||
COMMON STOCKS (95.8%) | ||||||||||
Communication Services (8.0%) | ||||||||||
12,194 | Activision Blizzard, Inc. | 974,910 | ||||||||
95,760 | Alphabet, Inc. - Class A# | 11,138,803 | ||||||||
107,380 | Alphabet, Inc. - Class C#~ | 12,524,803 | ||||||||
119,485 | AT&T, Inc. | 2,243,928 | ||||||||
2,554 | Charter Communications, Inc. - Class A#~ | 1,103,584 | ||||||||
82,886 | Comcast Corp. - Class A | 3,109,883 | ||||||||
15,330 | Fox Corp. - Class A | 507,576 | ||||||||
52,673 | Meta Platforms, Inc. - Class A# | 8,380,274 | ||||||||
8,747 | Netflix, Inc.#~ | 1,967,200 | ||||||||
14,681 | Twitter, Inc.# | 610,877 | ||||||||
79,111 | Verizon Communications, Inc.~ | 3,654,137 | ||||||||
38,434 | Walt Disney Company#~ | 4,077,848 | ||||||||
28,906 | Warner Bros Discovery, Inc.# | 433,590 | ||||||||
|
|
| ||||||||
50,727,413 | ||||||||||
|
|
| ||||||||
Consumer Discretionary (10.0%) | ||||||||||
169,376 | Amazon.com, Inc.#~ | 22,857,291 | ||||||||
12,074 | Aptiv, PLC# | 1,266,442 | ||||||||
682 | Booking Holdings, Inc.#~ | 1,320,141 | ||||||||
819 | Chipotle Mexican Grill, Inc.# | 1,281,096 | ||||||||
5,303 | Darden Restaurants, Inc. | 660,171 | ||||||||
4,791 | Dollar General Corp. | 1,190,228 | ||||||||
16,476 | DR Horton, Inc. | 1,285,622 | ||||||||
14,374 | eBay, Inc. | 699,008 | ||||||||
5,287 | Expedia Group, Inc.# | 560,686 | ||||||||
53,046 | Ford Motor Company | 779,246 | ||||||||
19,162 | General Motors Company# | 694,814 | ||||||||
20,167 | Home Depot, Inc.~ | 6,069,057 | ||||||||
16,466 | Lowes Companies, Inc. | 3,153,733 | ||||||||
14,412 | McDonalds Corp.~ | 3,795,689 | ||||||||
18,409 | MGM Resorts International | 602,527 | ||||||||
4,513 | Mohawk Industries, Inc.# | 579,830 | ||||||||
29,950 | NIKE, Inc. - Class B~ | 3,441,854 | ||||||||
2,168 | OReilly Automotive, Inc.# | 1,525,383 | ||||||||
4,399 | PVH Corp. | 272,386 | ||||||||
9,140 | Ross Stores, Inc. | 742,716 | ||||||||
13,011 | Royal Caribbean Cruises, Ltd.#^ | 503,656 | ||||||||
22,153 | Starbucks Corp.~ | 1,878,131 | ||||||||
10,210 | Target Corp. | 1,668,110 | ||||||||
3,452 | Tesla, Inc.# | 3,077,285 | ||||||||
25,539 | TJX Companies, Inc.~ | 1,561,965 | ||||||||
2,810 | Ulta Beauty, Inc.# | 1,092,837 | ||||||||
20,021 | VF Corp. | 894,538 | ||||||||
|
|
| ||||||||
63,454,442 | ||||||||||
|
|
| ||||||||
Consumer Staples (6.2%) | ||||||||||
35,208 | Altria Group, Inc.~ | 1,544,223 | ||||||||
15,521 | Archer-Daniels-Midland Company | 1,284,673 | ||||||||
9,956 | Church & Dwight Company, Inc. | 875,829 | ||||||||
64,380 | Coca-Cola Company~ | 4,131,265 |
NUMBER OF | VALUE | |||||||||
14,996 | Colgate-Palmolive Company | $ | 1,180,785 | |||||||
7,075 | Constellation Brands, Inc. - Class A | 1,742,643 | ||||||||
6,121 | Costco Wholesale Corp.~ | 3,313,297 | ||||||||
16,376 | General Mills, Inc. | 1,224,761 | ||||||||
12,424 | Kellogg Company | 918,382 | ||||||||
9,260 | Kimberly-Clark Corp. | 1,220,376 | ||||||||
21,397 | Kraft Heinz Company | 788,052 | ||||||||
21,553 | Kroger Company | 1,000,921 | ||||||||
| 43,254 | | Mondelez International, Inc. - Class A~ |
| 2,769,986 |
| ||||
9,352 | Monster Beverage Corp.# | 931,646 | ||||||||
19,746 | PepsiCo, Inc.~ | 3,454,760 | ||||||||
36,146 | Philip Morris International, Inc.~ | 3,511,584 | ||||||||
35,498 | Procter & Gamble Company~ | 4,931,027 | ||||||||
15,199 | Walgreens Boots Alliance, Inc. | 602,184 | ||||||||
30,451 | Walmart, Inc.~ | 4,021,055 | ||||||||
|
|
| ||||||||
39,447,449 | ||||||||||
|
|
| ||||||||
Energy (4.5%) | ||||||||||
39,868 | Chevron Corp.~ | 6,529,581 | ||||||||
27,052 | ConocoPhillips~ | 2,635,676 | ||||||||
7,628 | EOG Resources, Inc. | 848,386 | ||||||||
46,403 | Exxon Mobil Corp. | 4,497,843 | ||||||||
17,560 | Hess Corp. | 1,974,973 | ||||||||
51,321 | Kinder Morgan, Inc. | 923,265 | ||||||||
31,219 | Marathon Petroleum Corp. | 2,861,534 | ||||||||
15,241 | Occidental Petroleum Corp. | 1,002,096 | ||||||||
10,288 | ONEOK, Inc. | 614,605 | ||||||||
7,206 | Phillips 66 | 641,334 | ||||||||
10,230 | Pioneer Natural Resources Company | 2,423,998 | ||||||||
21,710 | Schlumberger, NV | 803,921 | ||||||||
16,130 | Sysco Corp. | 1,369,437 | ||||||||
7,171 | Valero Energy Corp. | 794,332 | ||||||||
25,902 | Williams Companies, Inc. | 882,999 | ||||||||
|
|
| ||||||||
28,803,980 | ||||||||||
|
|
| ||||||||
Financials (10.5%) | ||||||||||
10,639 | Aflac, Inc. | 609,615 | ||||||||
8,171 | Allstate Corp. | 955,762 | ||||||||
18,264 | American Express Company~ | 2,813,021 | ||||||||
36,370 | American International Group, Inc.~ | 1,882,875 | ||||||||
5,003 | Ameriprise Financial, Inc. | 1,350,410 | ||||||||
9,110 | Arthur J Gallagher & Company | 1,630,599 | ||||||||
7,514 | Assurant, Inc.~ | 1,320,811 | ||||||||
202,032 | Bank of America Corp.~ | 6,830,702 | ||||||||
18,542 | Bank of New York Mellon Corp. | 805,835 | ||||||||
27,539 | Berkshire Hathaway, Inc. - Class B# | 8,278,223 | ||||||||
1,923 | BlackRock, Inc. | 1,286,833 | ||||||||
9,553 | Capital One Financial Corp. | 1,049,206 | ||||||||
8,465 | Cboe Global Markets, Inc.~ | 1,044,412 | ||||||||
35,515 | Charles Schwab Corp. | 2,452,311 | ||||||||
11,313 | Chubb, Ltd. | 2,134,084 | ||||||||
35,239 | Citigroup, Inc.~ | 1,828,904 | ||||||||
4,002 | CME Group, Inc. | 798,319 | ||||||||
10,865 | Discover Financial Services | 1,097,365 | ||||||||
8,564 | First Republic Bank | 1,393,448 | ||||||||
10,793 | Goldman Sachs Group, Inc.~ | 3,598,278 | ||||||||
48,871 | JPMorgan Chase & Company~ | 5,637,759 | ||||||||
4,972 | M&T Bank Corp. | 882,281 | ||||||||
14,132 | Marsh & McLennan Companies, Inc.~ | 2,317,083 |
See accompanying Notes to Schedule of Investments
1
Calamos Hedged Equity Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
NUMBER OF | VALUE | |||||||||
15,410 | MetLife, Inc. | $ | 974,682 | |||||||
25,046 | Morgan Stanley | 2,111,378 | ||||||||
7,968 | Northern Trust Corp. | 795,047 | ||||||||
5,967 | Prudential Financial, Inc. | 596,640 | ||||||||
5,176 | S&P Global, Inc.~ | 1,950,990 | ||||||||
7,022 | State Street Corp. | 498,843 | ||||||||
6,649 | Travelers Companies, Inc. | 1,055,196 | ||||||||
12,630 | Truist Financial Corp. | 637,436 | ||||||||
18,394 | US Bancorp~ | 868,197 | ||||||||
94,557 | Wells Fargo & Company~ | 4,148,216 | ||||||||
23,881 | Zions Bancorp NA | 1,302,709 | ||||||||
|
|
| ||||||||
66,937,470 | ||||||||||
|
|
| ||||||||
Health Care (13.8%) | ||||||||||
26,402 | Abbott Laboratories~ | 2,873,594 | ||||||||
32,795 | AbbVie, Inc.~ | 4,706,410 | ||||||||
16,926 | Agilent Technologies, Inc.~ | 2,269,777 | ||||||||
2,854 | Align Technology, Inc.# | 801,888 | ||||||||
7,426 | Amgen, Inc.~ | 1,837,712 | ||||||||
18,536 | Baxter International, Inc.~ | 1,087,322 | ||||||||
6,200 | Becton Dickinson and Company | 1,514,722 | ||||||||
3,862 | Biogen, Inc.# | 830,562 | ||||||||
54,688 | Boston Scientific Corp.# | 2,244,942 | ||||||||
52,182 | Bristol-Myers Squibb Company~ | 3,849,988 | ||||||||
12,062 | Centene Corp.# | 1,121,404 | ||||||||
5,122 | Cigna Corp. | 1,410,394 | ||||||||
22,658 | CVS Health Corp.~ | 2,167,917 | ||||||||
14,796 | Danaher Corp.~ | 4,312,590 | ||||||||
17,257 | Edwards Lifesciences Corp.#~ | 1,735,019 | ||||||||
17,525 | Eli Lilly & Company~ | 5,777,817 | ||||||||
24,137 | Gilead Sciences, Inc.~ | 1,442,186 | ||||||||
5,054 | HCA Healthcare, Inc. | 1,073,571 | ||||||||
3,264 | Humana, Inc.~ | 1,573,248 | ||||||||
2,781 | Illumina, Inc.# | 602,587 | ||||||||
8,648 | Intuitive Surgical, Inc.#~ | 1,990,510 | ||||||||
41,753 | Johnson & Johnson | 7,286,734 | ||||||||
| 4,622 | | Laboratory Corp. of America Holdings |
| 1,211,842 |
| ||||
4,653 | McKesson Corp. | 1,589,372 | ||||||||
44,892 | Merck & Company, Inc.~ | 4,010,651 | ||||||||
5,692 | Moderna, Inc.# | 934,000 | ||||||||
4,765 | Organon & Company | 151,146 | ||||||||
101,228 | Pfizer, Inc.~ | 5,113,026 | ||||||||
5,774 | Quest Diagnostics, Inc. | 788,555 | ||||||||
1,230 | Regeneron Pharmaceuticals, Inc.# | 715,479 | ||||||||
8,838 | Thermo Fisher Scientific, Inc.~ | 5,288,748 | ||||||||
21,339 | UnitedHealth Group, Inc. | 11,572,993 | ||||||||
7,245 | Vertex Pharmaceuticals, Inc.#~ | 2,031,570 | ||||||||
4,486 | Zimmer Biomet Holdings, Inc. | 495,210 | ||||||||
6,101 | Zoetis, Inc. | 1,113,738 | ||||||||
|
|
| ||||||||
87,527,224 | ||||||||||
|
|
| ||||||||
Industrials (8.0%) | ||||||||||
10,255 | 3M Company~ | 1,468,926 | ||||||||
5,377 | Allegion, PLC | 568,349 | ||||||||
9,667 | Boeing Company#~ | 1,540,050 | ||||||||
28,029 | Carrier Global Corp. | 1,136,015 | ||||||||
14,277 | Caterpillar, Inc.~ | 2,830,415 | ||||||||
75,798 | CSX Corp.~ | 2,450,549 | ||||||||
5,153 | Deere & Company~ | 1,768,407 | ||||||||
17,724 | Delta Air Lines, Inc.#~ | 563,623 | ||||||||
7,072 | Eaton Corp., PLC | 1,049,414 | ||||||||
20,229 | Emerson Electric Company~ | 1,822,026 | ||||||||
3,850 | FedEx Corp. | 897,397 |
NUMBER OF | VALUE | |||||||||
10,986 | Fortune Brands Home & Security, Inc. | $ | 765,505 | |||||||
4,473 | General Dynamics Corp. | 1,013,895 | ||||||||
19,063 | General Electric Company | 1,408,946 | ||||||||
17,134 | Honeywell International, Inc.~ | 3,297,610 | ||||||||
6,373 | Illinois Tool Works, Inc. | 1,324,055 | ||||||||
16,442 | Johnson Controls International, PLC | 886,388 | ||||||||
7,121 | L3Harris Technologies, Inc. | 1,708,826 | ||||||||
3,590 | Lockheed Martin Corp.~ | 1,485,578 | ||||||||
15,042 | Masco Corp. | 833,026 | ||||||||
4,088 | Norfolk Southern Corp. | 1,026,783 | ||||||||
3,676 | Northrop Grumman Corp.~ | 1,760,436 | ||||||||
6,732 | Otis Worldwide Corp. | 526,241 | ||||||||
10,521 | PACCAR, Inc. | 962,882 | ||||||||
12,753 | Pentair, PLC | 623,494 | ||||||||
36,559 | Raytheon Technologies Corp.~ | 3,407,664 | ||||||||
32,311 | Southwest Airlines Company# | 1,231,695 | ||||||||
7,388 | Stanley Black & Decker, Inc. | 719,074 | ||||||||
4,508 | Stryker Corp. | 968,093 | ||||||||
976 | Teledyne Technologies, Inc.# | 382,006 | ||||||||
18,912 | Union Pacific Corp.~ | 4,298,698 | ||||||||
12,062 | United Parcel Service, Inc. - Class B~ | 2,350,763 | ||||||||
6,053 | Verisk Analytics, Inc. - Class A | 1,151,583 | ||||||||
11,585 | Waste Management, Inc.~ | 1,906,428 | ||||||||
8,323 | Xylem Inc/NY~ | 765,966 | ||||||||
|
|
| ||||||||
50,900,806 | ||||||||||
|
|
| ||||||||
Information Technology (26.8%) | ||||||||||
10,126 | Accenture, PLC - Class A | 3,101,189 | ||||||||
8,659 | Adobe, Inc.#~ | 3,551,229 | ||||||||
49,910 | Advanced Micro Devices, Inc.#~ | 4,714,998 | ||||||||
15,725 | Amphenol Corp. - Class A | 1,212,869 | ||||||||
271,733 | Apple, Inc.~ | 44,159,330 | ||||||||
32,133 | Applied Materials, Inc.~ | 3,405,455 | ||||||||
4,377 | Autodesk, Inc.# | 946,833 | ||||||||
10,244 | Automatic Data Processing, Inc.~ | 2,470,033 | ||||||||
8,086 | Broadcom, Inc.~ | 4,329,891 | ||||||||
96,224 | Cisco Systems, Inc.~ | 4,365,683 | ||||||||
6,737 | Citrix Systems, Inc. | 683,199 | ||||||||
12,277 | Cognizant Technology Solutions Corp. - Class A | 834,345 | ||||||||
1,854 | Enphase Energy, Inc.# | 526,870 | ||||||||
17,349 | Fidelity National Information Services, Inc. | 1,772,374 | ||||||||
12,142 | Fiserv, Inc.#~ | 1,283,167 | ||||||||
4,524 | Gartner, Inc.# | 1,201,031 | ||||||||
6,726 | Global Payments, Inc. | 822,724 | ||||||||
25,241 | HP, Inc. | 842,797 | ||||||||
74,864 | Intel Corp.~ | 2,718,312 | ||||||||
12,347 | International Business Machines Corp. | 1,614,864 | ||||||||
4,736 | Intuit, Inc.~ | 2,160,421 | ||||||||
4,589 | Jack Henry & Associates, Inc. | 953,457 | ||||||||
2,299 | Lam Research Corp.~ | 1,150,672 | ||||||||
13,540 | Mastercard, Inc. - Class A~ | 4,790,317 | ||||||||
29,916 | Micron Technology, Inc.~ | 1,850,604 | ||||||||
143,093 | Microsoft Corp.~ | 40,171,929 | ||||||||
6,799 | NetApp, Inc. | 484,973 | ||||||||
52,410 | NVIDIA Corp.~ | 9,519,228 | ||||||||
25,955 | Oracle Corp.~ | 2,020,337 | ||||||||
9,630 | Paychex, Inc. | 1,235,336 | ||||||||
3,455 | Paycom Software, Inc.# | 1,141,843 | ||||||||
26,363 | PayPal Holdings, Inc.# | 2,281,190 | ||||||||
21,620 | QUALCOMM, Inc.~ | 3,136,197 |
See accompanying Notes to Schedule of Investments
2
Calamos Hedged Equity Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
NUMBER OF | VALUE | |||||||||
20,462 | salesforce, Inc.#~ | $ | 3,765,417 | |||||||
6,564 | TE Connectivity, Ltd. | 877,804 | ||||||||
12,038 | Texas Instruments, Inc.~ | 2,153,478 | ||||||||
36,486 | Visa, Inc. - Class A~ | 7,739,045 | ||||||||
6,666 | Western Digital Corp.# | 327,301 | ||||||||
|
|
| ||||||||
170,316,742 | ||||||||||
|
|
| ||||||||
Materials (2.9%) | ||||||||||
5,942 | Air Products and Chemicals, Inc.~ | 1,474,983 | ||||||||
4,856 | Avery Dennison Corp. | 924,874 | ||||||||
13,812 | Ball Corp. | 1,014,077 | ||||||||
16,937 | Corteva, Inc. | 974,724 | ||||||||
16,934 | Dow, Inc. | 901,058 | ||||||||
15,222 | DuPont de Nemours, Inc. | 932,043 | ||||||||
25,600 | Eaton Corp., PLC | 2,368,512 | ||||||||
47,739 | Freeport-McMoRan, Inc. | 1,506,165 | ||||||||
1,225 | International Flavors & Fragrances, Inc. | 151,961 | ||||||||
13,278 | Linde, PLC | 4,009,956 | ||||||||
15,423 | Newmont Corp. | 698,353 | ||||||||
7,526 | PPG Industries, Inc. | 973,037 | ||||||||
2,945 | ServiceNow, Inc.# | 1,315,414 | ||||||||
4,607 | Sherwin-Williams Company | 1,114,618 | ||||||||
|
|
| ||||||||
18,359,775 | ||||||||||
|
|
| ||||||||
Real Estate (2.4%) | ||||||||||
5,176 | Alexandria Real Estate Equities, Inc. | 858,077 | ||||||||
6,504 | American Tower Corp. | 1,761,478 | ||||||||
4,758 | AvalonBay Communities, Inc. | 1,017,927 | ||||||||
6,457 | Crown Castle International Corp. | 1,166,522 | ||||||||
5,148 | Digital Realty Trust, Inc. | 681,853 | ||||||||
1,191 | Equinix, Inc. | 838,154 | ||||||||
4,607 | Federal Realty Investment Trust | 486,545 | ||||||||
| 6,192 | | Mid-America Apartment Communities, Inc. |
| 1,150,040 |
| ||||
8,920 | Prologis, Inc. | 1,182,435 | ||||||||
3,408 | Public Storage | 1,112,405 | ||||||||
11,845 | Realty Income Corp. | 876,412 | ||||||||
9,657 | Regency Centers Corp. | 622,200 | ||||||||
7,152 | Simon Property Group, Inc. | 776,993 | ||||||||
14,994 | UDR, Inc. | 725,710 | ||||||||
12,128 | Welltower, Inc. | 1,047,132 | ||||||||
22,574 | Weyerhaeuser Company | 819,888 | ||||||||
|
|
| ||||||||
15,123,771 | ||||||||||
|
|
| ||||||||
Utilities (2.7%) | ||||||||||
36,942 | AES Corp. | 820,851 | ||||||||
14,464 | American Electric Power Company, Inc.~ | 1,425,572 | ||||||||
13,456 | CMS Energy Corp. | 924,831 | ||||||||
11,266 | Consolidated Edison, Inc. | 1,118,376 | ||||||||
3,789 | Constellation Energy Corp. | 250,453 | ||||||||
13,321 | Dominion Energy, Inc. | 1,092,056 | ||||||||
18,420 | Duke Energy Corp.~ | 2,024,911 | ||||||||
8,152 | Edison International | 552,461 | ||||||||
8,247 | Entergy Corp. | 949,477 | ||||||||
11,365 | Exelon Corp. | 528,359 | ||||||||
18,659 | FirstEnergy Corp. | 766,885 | ||||||||
29,630 | NextEra Energy, Inc.~ | 2,503,439 | ||||||||
22,798 | NiSource, Inc. | 693,059 | ||||||||
14,326 | Public Service Enterprise Group, Inc. | 940,788 | ||||||||
20,453 | Southern Company | 1,572,631 |
NUMBER OF | VALUE | |||||||||
16,418 | Xcel Energy, Inc. | $ | 1,201,469 | |||||||
|
|
| ||||||||
17,365,618 | ||||||||||
|
|
| ||||||||
TOTAL COMMON STOCKS (Cost $504,470,589) |
| 608,964,690 |
| |||||||
|
|
| ||||||||
EXCHANGE-TRADED FUND (4.8%) | ||||||||||
Other (4.8%) | ||||||||||
| 73,216 | | SPDR S&P 500 ETF Trust^ |
| 30,164,260 |
| ||||
|
|
| ||||||||
NUMBER OF | VALUE | |||||||||
PURCHASED OPTIONS (0.9%) # | ||||||||||
Other (0.9%) | ||||||||||
S&P 500 Index | ||||||||||
500 | ||||||||||
206,514,500 | Put, 12/30/22, Strike $3,600.00 | 3,947,500 | ||||||||
350 | ||||||||||
144,560,150 | Put, 08/31/22, Strike $3,600.00 | 267,750 | ||||||||
300 | ||||||||||
123,908,700 | Put, 08/31/22, Strike $3,800.00 | 583,500 | ||||||||
125 | ||||||||||
51,628,625 | Call, 09/30/22, Strike $4,300.00 | 773,750 | ||||||||
50 | ||||||||||
20,651,450 | Call, 08/31/22, Strike $4,300.00 | 132,500 | ||||||||
50 | ||||||||||
20,651,450 | Call, 09/30/22, Strike $4,500.00 | 87,750 | ||||||||
|
|
| ||||||||
TOTAL PURCHASED OPTIONS (Cost $13,187,177) | 5,792,750 | |||||||||
|
|
| ||||||||
NUMBER OF | VALUE | |||||||||
| INVESTMENT OF CASH COLLATERAL FOR SECURITIES | | ||||||||
30,478,412 | State Street Navigator Securities Lending Government Money Market Portfolio, 2.001% | 30,478,412 | ||||||||
|
|
| ||||||||
| TOTAL INVESTMENTS (107.7%) (Cost $584,406,078) | 684,251,046 | ||||||||
|
|
| ||||||||
| PAYABLE UPON RETURN OF SECURITIES ON | (30,478,412 | ) | |||||||
|
|
| ||||||||
LIABILITIES, LESS OTHER ASSETS (-2.9%) | (18,284,240 | ) | ||||||||
|
|
| ||||||||
NET ASSETS (100.0%) | $ | 635,488,394 | ||||||||
|
|
|
See accompanying Notes to Schedule of Investments
3
Calamos Hedged Equity Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
NUMBER OF | VALUE | |||||||||
WRITTEN OPTIONS (-4.8%) # | ||||||||||
Other (-4.8%) | ||||||||||
S&P 500 Index | ||||||||||
350 | ||||||||||
144,560,150 | Call, 12/30/22, Strike $3,900.00 | $ | (13,804,000 | ) | ||||||
300 | ||||||||||
123,908,700 | Call, 12/30/22, Strike $4,000.00 | (9,730,500 | ) | |||||||
150 | ||||||||||
61,954,350 | Call, 08/31/22, Strike $3,800.00 | (5,232,000 | ) | |||||||
50 | ||||||||||
20,651,450 | Call, 09/30/22, Strike $4,100.00 | (786,250 | ) | |||||||
50 | ||||||||||
20,651,450 | Call, 09/30/22, Strike $4,000.00 | (1,121,000 | ) | |||||||
|
|
| ||||||||
TOTAL WRITTEN OPTIONS (Premium $19,327,244) | (30,673,750 | ) | ||||||||
|
|
|
NOTES TO SCHEDULE OF INVESTMENTS
# | Non-income producing security. |
~ | Security, or portion of security, is segregated as collateral (or collateral for potential future transactions) for written options. The aggregate value of such securities is $135,570,778. |
^ | Security, or portion of security, is on loan. |
| Represents investment of cash collateral received from securities on loan as of July 31, 2022. |
Note: The date on options represents the expiration date of the option contract. The option contract may be exercised at any date on or before the date shown.
See accompanying Notes to Schedule of Investments
4
Calamos Phineus Long/Short Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
NUMBER OF | VALUE | |||||||||
COMMON STOCKS (102.9%) | ||||||||||
Communication Services (8.2%) | ||||||||||
340,000 | Alphabet, Inc. - Class A# | $ | 38,834,800 | |||||||
148,000 | Meta Platforms, Inc. - Class A#~ | 23,546,800 | ||||||||
|
|
| ||||||||
62,381,600 | ||||||||||
|
|
| ||||||||
Consumer Discretionary (13.9%) | ||||||||||
458,000 | EUR | Accor, SA# | 11,884,598 | |||||||
190,000 | Amazon.com, Inc.# | 25,640,500 | ||||||||
11,900 | Booking Holdings, Inc.#~ | 23,034,711 | ||||||||
452,000 | Caesars Entertainment, Inc.#~ | 20,651,880 | ||||||||
155,000 | Marriott International, Inc. - Class A~ | 24,617,100 | ||||||||
|
|
| ||||||||
105,828,789 | ||||||||||
|
|
| ||||||||
Energy (3.0%) | ||||||||||
267,000 | Sysco Corp.~ | 22,668,300 | ||||||||
|
|
| ||||||||
Financials (18.4%) | ||||||||||
1,754,000 | Huntington Bancshares, Inc.~ | 23,310,660 | ||||||||
3,402,000 | Itau Unibanco Holding, SA^ | 15,309,000 | ||||||||
381,000 | Morgan Stanley~ | 32,118,300 | ||||||||
8,095,000 | GBP | Natwest Group, PLC | 24,586,589 | |||||||
133,000 | PNC Financial Services Group, Inc.~ | 22,070,020 | ||||||||
440,000 | Truist Financial Corp.~ | 22,206,800 | ||||||||
|
|
| ||||||||
139,601,369 | ||||||||||
|
|
| ||||||||
Health Care (5.3%) | ||||||||||
610,000 | Boston Scientific Corp.#~ | 25,040,500 | ||||||||
31,000 | Humana, Inc.~ | 14,942,000 | ||||||||
|
|
| ||||||||
39,982,500 | ||||||||||
|
|
| ||||||||
Industrials (33.8%) | ||||||||||
284,571 | AerCap Holdings, NV#~ | 12,765,855 | ||||||||
966,660 | Air Lease Corp. - Class A~ | 35,872,753 | ||||||||
456,000 | CSX Corp.~ | 14,742,480 | ||||||||
716,000 | Delta Air Lines, Inc.#~ | 22,768,800 | ||||||||
127,500 | Honeywell International, Inc.~ | 24,538,650 | ||||||||
6,783,800 | GBP | International Consolidated Airlines Group, SA#^ | 9,864,897 | |||||||
80,500 | L3Harris Technologies, Inc.~ | 19,317,585 | ||||||||
258,000 | Raytheon Technologies Corp.~ | 24,048,180 | ||||||||
195,500 | EUR | Siemens, AG | 21,806,844 | |||||||
395,000 | Southwest Airlines Company#~ | 15,057,400 | ||||||||
123,000 | TransUnion~ | 9,745,290 | ||||||||
971,000 | Uber Technologies, Inc.#~ | 22,769,950 | ||||||||
100,500 | Union Pacific Corp.~ | 22,843,650 | ||||||||
|
|
| ||||||||
256,142,334 | ||||||||||
|
|
| ||||||||
Information Technology (16.1%) | ||||||||||
282,000 | Advanced Micro Devices, Inc.#~ | 26,640,540 | ||||||||
97,000 | Analog Devices, Inc.~ | 16,680,120 | ||||||||
149,000 | Applied Materials, Inc.~ | 15,791,020 | ||||||||
145,000 | Fidelity National Information Services, Inc.~ | 14,813,200 | ||||||||
29,600 | Paycom Software, Inc.#~ | 9,782,504 | ||||||||
100,000 | Snowflake, Inc. - Class A#~ | 14,991,000 | ||||||||
109,000 | Visa, Inc. - Class A~ | 23,119,990 | ||||||||
|
|
| ||||||||
121,818,374 | ||||||||||
|
|
|
NUMBER OF | VALUE | |||||||||
Materials (2.6%) | ||||||||||
63,000 | Celanese Corp.~ | $ | 7,403,130 | |||||||
41,000 | Linde, PLC~ | 12,382,000 | ||||||||
|
|
| ||||||||
19,785,130 | ||||||||||
|
|
| ||||||||
Special Purpose Acquisition Company (1.6%) |
| |||||||||
229,800 | Shell, PLC^ | 12,266,724 | ||||||||
|
|
| ||||||||
TOTAL COMMON STOCKS (Cost $798,643,911) |
| 780,475,120 |
| |||||||
|
|
| ||||||||
NUMBER OF | VALUE | |||||||||
PURCHASED OPTIONS (1.1%) # | ||||||||||
Communication Services (0.0%) | ||||||||||
1,260 | Alphabet, Inc. | |||||||||
14,656,320 | Put, 08/05/22, Strike $105.00 | 9,450 | ||||||||
|
|
| ||||||||
Consumer Discretionary (0.0%) | ||||||||||
880 | Target Corp. | |||||||||
14,377,440 | Put, 08/19/22, Strike $145.00 | 210,760 | ||||||||
|
|
| ||||||||
Financials (0.4%) | ||||||||||
32,600 | US Global Jets ETF | |||||||||
577,020 | Call, 09/16/22, Strike $18.00 | 2,689,500 | ||||||||
|
|
| ||||||||
Information Technology (0.1%) | ||||||||||
Apple, Inc. | ||||||||||
1,085 | ||||||||||
17,632,335 | Call, 08/05/22, Strike $155.00 | 835,450 | ||||||||
925 | ||||||||||
15,032,175 | Put, 08/19/22, Strike $140.00 | 18,963 | ||||||||
|
|
| ||||||||
854,413 | ||||||||||
|
|
| ||||||||
Other (0.6%) | ||||||||||
1,925 | SPDR S&P 500 ETF Trust | |||||||||
48,966,225 | Put, 08/19/22, Strike $390.00 | 326,287 | ||||||||
1,700 | Vaneck Semiconductor ETF | |||||||||
40,317,200 | Put, 08/19/22, Strike $220.00 | 363,800 | ||||||||
2,030 | Vanguard S&P 500 ETF | |||||||||
76,894,370 | Call, 08/19/22, Strike $360.00 | 4,232,550 | ||||||||
|
|
| ||||||||
4,922,637 | ||||||||||
|
|
| ||||||||
TOTAL PURCHASED OPTIONS (Cost $8,691,563) | 8,686,760 | |||||||||
|
|
| ||||||||
NUMBER OF | VALUE | |||||||||
| INVESTMENT OF CASH COLLATERAL FOR SECURITIES | | ||||||||
14,509,115 | State Street Navigator Securities Lending Government Money Market Portfolio, 2.001% (Cost $14,509,115) | 14,509,115 | ||||||||
|
|
|
See accompanying Notes to Schedule of Investments
1
Calamos Phineus Long/Short Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
VALUE | ||||||||||
| TOTAL INVESTMENTS (105.9%) | $ | 803,670,995 | |||||||
|
|
| ||||||||
| PAYABLE UPON RETURN OF SECURITIES ON | (14,509,115 | ) | |||||||
|
|
| ||||||||
LIABILITIES, LESS OTHER ASSETS (-4.0%) | (30,401,413 | ) | ||||||||
|
|
| ||||||||
NET ASSETS (100.0%) | $ | 758,760,467 | ||||||||
|
|
| ||||||||
NUMBER OF | VALUE | |||||||||
COMMON STOCKS SOLD SHORT (-5.6%) # | ||||||||||
Consumer Staples (-3.1%) | ||||||||||
(14,000) | Costco Wholesale Corp. | (7,578,200 | ) | |||||||
(123,500) | Walmart, Inc. | (16,308,175 | ) | |||||||
|
|
| ||||||||
(23,886,375 | ) | |||||||||
|
|
| ||||||||
Health Care (-0.7%) | ||||||||||
(100,000) | Pfizer, Inc. | (5,051,000 | ) | |||||||
|
|
| ||||||||
Information Technology (-1.8%) | ||||||||||
(84,000) | Apple, Inc. | (13,650,840 | ) | |||||||
|
|
| ||||||||
TOTAL COMMON STOCKS SOLD SHORT (Proceeds $41,856,609) | (42,588,215 | ) | ||||||||
|
|
| ||||||||
EXCHANGE-TRADED FUND SOLD SHORT (-41.8%) # | ||||||||||
Other (-41.8%) | ||||||||||
(770,000) | SPDR S&P 500 ETF Trust (Proceeds $322,793,202) | (317,232,300 | ) | |||||||
|
|
| ||||||||
| TOTAL SECURITIES SOLD SHORT | (359,820,515 | ) | |||||||
|
|
| ||||||||
NUMBER OF | VALUE | |||||||||
WRITTEN OPTIONS (-0.3%) # | ||||||||||
Consumer Discretionary (-0.1%) | ||||||||||
880 | Target Corp. | |||||||||
14,377,440 | Call, 08/19/22, Strike $170.00 | (413,600 | ) | |||||||
|
|
| ||||||||
Industrials (0.0%) | ||||||||||
1,450 | Boeing Co. | |||||||||
23,099,950 | Put, 08/19/22, Strike $135.00 | (91,350 | ) | |||||||
|
|
| ||||||||
Information Technology (-0.1%) | ||||||||||
245 | Apple, Inc. | |||||||||
3,981,495 | Call, 08/19/22, Strike $152.50 | (273,175 | ) | |||||||
160 | Servicenow, Inc. | |||||||||
7,146,560 | Call, 08/19/22, Strike $470.00 | (134,400 | ) | |||||||
|
|
| ||||||||
(407,575 | ) | |||||||||
|
|
| ||||||||
Other (-0.1%) | ||||||||||
2,370 | Invesco QQQ Trust Series | |||||||||
74,764,020 | Put, 08/05/22, Strike $296.00 | (87,690 | ) | |||||||
1,710 | Meta Platforms, Inc. | |||||||||
27,206,100 | Put, 09/16/22, Strike $120.00 | (129,960 | ) |
NUMBER OF | VALUE | |||||||||
SPDR S&P 500 ETF Trust | ||||||||||
1,925 | ||||||||||
48,966,225 | Call, 09/16/22, Strike $435.00 | $ | (559,213 | ) | ||||||
1,925 | ||||||||||
48,966,225 | Put, 09/16/22, Strike $340.00 | (157,850 | ) | |||||||
Vaneck Semiconductor ETF | ||||||||||
3,400 | ||||||||||
80,634,400 | Put, 09/16/22, Strike $180.00 | (265,200 | ) | |||||||
1,700 | ||||||||||
40,317,200 | Call, 08/19/22, Strike $250.00 | (408,000 | ) | |||||||
|
|
| ||||||||
(1,607,913 | ) | |||||||||
|
|
| ||||||||
TOTAL WRITTEN OPTIONS (Premium $3,725,156) | (2,520,438 | ) | ||||||||
|
|
|
NOTES TO SCHEDULE OF INVESTMENTS
# | Non-income producing security. |
~ | Security, or portion of security, is segregated as collateral (or collateral for potential future transactions) for written options and securities sold short. The aggregate value of such securities is $389,834,218. |
^ | Security, or portion of security, is on loan. |
| Represents investment of cash collateral received from securities on loan as of July 31, 2022. |
FOREIGN CURRENCY ABBREVIATIONS
EUR | European Monetary Unit | |
GBP | British Pound Sterling |
Note: Value for securities denominated in foreign currencies is shown in U.S. dollars. The date on options represents the expiration date of the option contract. The option contract may be exercised at any date on or before the date shown.
See accompanying Notes to Schedule of Investments
2
Calamos Convertible Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
PRINCIPAL | VALUE | |||||||||
CONVERTIBLE BONDS (82.8%) | ||||||||||
Communication Services (6.9%) | ||||||||||
12,500,000 | Liberty Media Corp. 0.500%, 12/01/50* | $ | 15,068,250 | |||||||
10,750,000 | 1.375%, 10/15/23 | 13,719,043 | ||||||||
5,000,000 | Liberty Media Corp. / Liberty Formula One~ 1.000%, 01/30/23 | 9,232,150 | ||||||||
7,750,000 | Match Group Financeco 3, Inc.* 2.000%, 01/15/30 | 8,787,725 | ||||||||
20,500,000 | Snap, Inc. 0.000%, 05/01/27^ | 14,492,270 | ||||||||
3,273,000 | 0.250%, 05/01/25 | 3,014,793 | ||||||||
12,500,000 | Twitter, Inc. 0.250%, 06/15/24 | 12,730,625 | ||||||||
|
|
| ||||||||
77,044,856 | ||||||||||
|
|
| ||||||||
Consumer Discretionary (15.7%) | ||||||||||
7,750,000 | Airbnb, Inc. 0.000%, 03/15/26 | 6,763,115 | ||||||||
15,419,000 | Booking Holdings, Inc.^ 0.750%, 05/01/25 | 20,770,472 | ||||||||
14,250,000 | DISH Network Corp. 0.000%, 12/15/25 | 10,237,200 | ||||||||
10,750,000 | Draftkings, Inc. 0.000%, 03/15/28 | 6,500,310 | ||||||||
16,750,000 | Etsy, Inc. 0.125%, 09/01/27^ | 15,225,750 | ||||||||
3,500,000 | 0.250%, 06/15/28 | 2,839,760 | ||||||||
25,000,000 | Ford Motor Company 0.000%, 03/15/26 | 26,700,250 | ||||||||
14,750,000 | Marriott Vacations Worldwide Corp. 0.000%, 01/15/26 | 14,758,850 | ||||||||
8,500,000 | NCL Corp., Ltd. - Class C* 1.125%, 02/15/27 | 5,830,490 | ||||||||
20,500,000 | Royal Caribbean Cruises, Ltd. 4.250%, 06/15/23 | 20,104,145 | ||||||||
7,750,000 | Shake Shack, Inc. 0.000%, 03/01/28 | 5,476,228 | ||||||||
505,000 | Tesla, Inc. 2.000%, 05/15/24 | 7,256,042 | ||||||||
20,750,000 | Vail Resorts, Inc.^ 0.000%, 01/01/26 | 18,862,165 | ||||||||
7,750,000 | Vroom, Inc. 0.750%, 07/01/26 | 1,969,740 | ||||||||
16,000,000 | Wayfair, Inc. 0.625%, 10/01/25 | 10,906,080 | ||||||||
|
|
| ||||||||
174,200,597 | ||||||||||
|
|
| ||||||||
Energy (2.4%) | ||||||||||
3,000,000 | EQT Corp.^ 1.750%, 05/01/26 | 8,988,960 | ||||||||
7,750,000 | Pioneer Natural Resources Company 0.250%, 05/15/25 | 17,746,027 | ||||||||
|
|
| ||||||||
26,734,987 | ||||||||||
|
|
| ||||||||
Financials (0.5%) | ||||||||||
7,250,000 | SoFi Technologies, Inc.*^ 0.000%, 10/15/26 | 5,101,607 | ||||||||
|
|
|
PRINCIPAL | VALUE | |||||||||
Health Care (14.7%) | ||||||||||
7,750,000 | Alphatec Holdings, Inc.* 0.750%, 08/01/26 | $ | 6,296,720 | |||||||
11,000,000 | CONMED Corp.* 2.250%, 06/15/27 | 10,586,950 | ||||||||
17,000,000 | CryoPort, Inc.* 0.750%, 12/01/26 | 13,493,750 | ||||||||
20,500,000 | Dexcom, Inc.^ 0.250%, 11/15/25 | 19,543,060 | ||||||||
2,772,000 | Envista Holdings Corp. 2.375%, 06/01/25 | 5,545,414 | ||||||||
10,000,000 | Exact Sciences Corp.^ 0.375%, 03/15/27 | 7,783,100 | ||||||||
7,750,000 | Halozyme Therapeutics, Inc. 0.250%, 03/01/27 | 7,257,642 | ||||||||
5,750,000 | Insulet Corp. 0.375%, 09/01/26 | 7,235,800 | ||||||||
13,500,000 | Integra LifeSciences Holdings Corp. 0.500%, 08/15/25 | 13,055,715 | ||||||||
12,250,000 | Jazz Investments I, Ltd. 2.000%, 06/15/26 | 14,627,725 | ||||||||
14,000,000 | NeoGenomics, Inc. 0.250%, 01/15/28 | 9,048,480 | ||||||||
5,600,000 | NuVasive, Inc. 0.375%, 03/15/25 | 5,120,920 | ||||||||
11,250,000 | Omnicell, Inc. 0.250%, 09/15/25 | 13,993,650 | ||||||||
10,000,000 | Pacira BioSciences, Inc. 0.750%, 08/01/25 | 10,321,800 | ||||||||
4,000,000 | Repligen Corp. 0.375%, 07/15/24 | 7,702,760 | ||||||||
2,000,000 | Sarepta Therapeutics, Inc. 1.500%, 11/15/24 | 2,929,240 | ||||||||
8,500,000 | Tandem Diabetes Care, Inc.* 1.500%, 05/01/25 | 8,370,205 | ||||||||
|
|
| ||||||||
162,912,931 | ||||||||||
|
|
| ||||||||
Industrials (5.9%) | ||||||||||
7,000,000 | Air Transport Services Group, Inc.~ 1.125%, 10/15/24 | 7,948,570 | ||||||||
7,500,000 | John Bean Technologies Corp.^ 0.250%, 05/15/26 | 7,015,950 | ||||||||
5,500,000 | Middleby Corp. 1.000%, 09/01/25 | 6,859,820 | ||||||||
6,250,000 | Parsons Corp.^ 0.250%, 08/15/25 | 6,905,438 | ||||||||
13,250,000 | Southwest Airlines Company~ 1.250%, 05/01/25 | 16,752,902 | ||||||||
23,750,000 | Uber Technologies, Inc.^ 0.000%, 12/15/25 | 19,812,012 | ||||||||
|
|
| ||||||||
65,294,692 | ||||||||||
|
|
| ||||||||
Information Technology (33.9%) | ||||||||||
9,500,000 | Akamai Technologies, Inc. 0.125%, 05/01/25 | 10,913,600 | ||||||||
11,500,000 | Bentley Systems, Inc. 0.125%, 01/15/26 | 10,676,715 | ||||||||
14,750,000 | Bill.com Holdings, Inc. 0.000%, 04/01/27*^ | 12,065,057 | ||||||||
5,250,000 | 0.000%, 12/01/25 | 5,903,783 | ||||||||
13,500,000 | Block, Inc. 0.125%, 03/01/25 | 13,820,625 |
See accompanying Notes to Schedule of Investments
1
Calamos Convertible Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
PRINCIPAL | VALUE | |||||||||
8,500,000 | Camtek Ltd.* 0.000%, 12/01/26 | $ | 7,202,900 | |||||||
8,000,000 | Confluent, Inc.*^ 0.000%, 01/15/27 | 5,993,920 | ||||||||
13,000,000 | Coupa Software, Inc. 0.125%, 06/15/25 | 11,403,080 | ||||||||
8,750,000 | CyberArk Software, Ltd. 0.000%, 11/15/24 | 9,454,463 | ||||||||
6,000,000 | Datadog, Inc. 0.125%, 06/15/25 | 7,923,900 | ||||||||
8,500,000 | DigitalOcean Holdings, Inc.* 0.000%, 12/01/26 | 6,377,380 | ||||||||
Enphase Energy, Inc. | ||||||||||
11,847,000 | 0.000%, 03/01/26 | 14,232,630 | ||||||||
7,750,000 | 0.000%, 03/01/28^ | 9,651,385 | ||||||||
11,000,000 | Five9, Inc. 0.500%, 06/01/25 | 11,689,040 | ||||||||
17,750,000 | Microchip Technology, Inc.^ 0.125%, 11/15/24 | 18,715,422 | ||||||||
6,250,000 | MongoDB, Inc.^ 0.250%, 01/15/26 | 10,047,188 | ||||||||
| 8,000,000 |
| Okta, Inc. 0.125%, 09/01/25 |
| 7,499,040 |
| ||||
4,750,000 | 0.375%, 06/15/26 | 4,087,423 | ||||||||
19,000,000 | ON Semiconductor Corp. 0.000%, 05/01/27 | 26,540,720 | ||||||||
| 9,500,000 |
| Palo Alto Networks, Inc. 0.750%, 07/01/23~ |
| 17,991,575 |
| ||||
6,250,000 | 0.375%, 06/01/25 | 10,832,062 | ||||||||
8,500,000 | Perficient, Inc.* 0.125%, 11/15/26 | 7,386,330 | ||||||||
3,500,000 | Q2 Holdings, Inc. 0.750%, 06/01/26 | 3,034,815 | ||||||||
14,500,000 | Repay Holdings Corp.* 0.000%, 02/01/26 | 11,281,870 | ||||||||
8,750,000 | RingCentral, Inc. 0.000%, 03/01/25 | 7,289,538 | ||||||||
21,750,000 | Shift4 Payments, Inc. 0.000%, 12/15/25 | 18,578,850 | ||||||||
9,000,000 | Silicon Laboratories, Inc. 0.625%, 06/15/25 | 12,055,950 | ||||||||
20,000,000 | Splunk, Inc. 1.125%, 06/15/27 | 17,166,200 | ||||||||
13,750,000 | Tyler Technologies, Inc. 0.250%, 03/15/26 | 14,456,887 | ||||||||
17,000,000 | Unity Software, Inc.* 0.000%, 11/15/26 | 12,685,060 | ||||||||
10,500,000 | Wix.com, Ltd.^ 0.000%, 08/15/25 | 8,620,290 | ||||||||
6,704,000 | Wolfspeed, Inc.* 0.250%, 02/15/28 | 6,398,499 | ||||||||
7,000,000 | Workday, Inc. 0.250%, 10/01/22 | 7,621,250 | ||||||||
12,250,000 | Zendesk, Inc. 0.625%, 06/15/25 | 11,942,280 | ||||||||
4,000,000 | Zscaler, Inc. 0.125%, 07/01/25 | 4,970,840 | ||||||||
|
|
| ||||||||
376,510,567 | ||||||||||
|
|
| ||||||||
Materials (2.3%) | ||||||||||
4,000,000 | ATI, Inc. 3.500%, 06/15/25 | 6,970,960 | ||||||||
4,500,000 | Ivanhoe Mines, Ltd.* 2.500%, 04/15/26 | 4,833,315 | ||||||||
6,655,000 | Lithium Americas Corp.* 1.750%, 01/15/27 | 5,809,482 |
PRINCIPAL | VALUE | |||||||||
8,241,000 | MP Materials Corp.* 0.250%, 04/01/26 | $ | 8,352,419 | |||||||
|
|
| ||||||||
25,966,176 | ||||||||||
|
|
| ||||||||
Real Estate (0.5%) | ||||||||||
5,250,000 | Pebblebrook Hotel Trust 1.750%, 12/15/26 | 5,202,225 | ||||||||
|
|
| ||||||||
TOTAL CONVERTIBLE BONDS (Cost $939,886,741) | 918,968,638 | |||||||||
|
|
| ||||||||
NUMBER OF | VALUE | |||||||||
CONVERTIBLE PREFERRED STOCKS (12.5%) | ||||||||||
Communication Services (1.4%) | ||||||||||
12,500 | T-Mobile Exchangeable Trust* 5.250%, 06/01/23 | 15,050,013 | ||||||||
|
|
| ||||||||
Consumer Discretionary (1.3%) | ||||||||||
115,335 | Aptiv, PLC 5.500%, 06/15/23 | 13,986,675 | ||||||||
|
|
| ||||||||
Financials (1.8%) | ||||||||||
10,300 | Bank of America Corp.~ 7.250% | 12,813,715 | ||||||||
107,870 | KKR & Company, Inc. 6.000%, 09/15/23 | 7,550,900 | ||||||||
|
|
| ||||||||
20,364,615 | ||||||||||
|
|
| ||||||||
Health Care (2.0%) | ||||||||||
89,600 | Boston Scientific Corp.^ 5.500%, 06/01/23 | 9,750,272 | ||||||||
8,500 | Danaher Corp.^ 5.000%, 04/15/23 | 12,935,725 | ||||||||
|
|
| ||||||||
22,685,997 | ||||||||||
|
|
| ||||||||
Information Technology (2.1%) | ||||||||||
13,965 | Broadcom, Inc. 8.000%, 09/30/22 | 23,430,477 | ||||||||
|
|
| ||||||||
Utilities (3.9%) | ||||||||||
104,840 | AES Corp.^ 6.875%, 02/15/24 | 9,515,278 | ||||||||
191,900 | American Electric Power Company, Inc.^ 6.125%, 08/15/23 | 10,608,232 | ||||||||
NextEra Energy, Inc. | ||||||||||
174,515 | 6.219%, 09/01/23^ | 9,228,353 | ||||||||
149,730 | 4.872%, 09/01/22 | 9,191,925 | ||||||||
86,590 | 5.279%, 03/01/23 | 4,541,646 | ||||||||
|
|
| ||||||||
43,085,434 | ||||||||||
|
|
| ||||||||
TOTAL CONVERTIBLE PREFERRED STOCKS (Cost $120,609,498) | 138,603,211 | |||||||||
|
|
|
See accompanying Notes to Schedule of Investments
2
Calamos Convertible Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
NUMBER | VALUE | |||||||||
| INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED (14.4%) | |||||||||
| 50,839,575 | | JPMorgan Prime Money Market Fund - Capital Class, 0.400%*** | $ | 50,839,575 |
| ||||
109,512,545 | State Street Navigator Securities Lending Government Money Market Portfolio, 2.001% | 109,512,545 | ||||||||
|
|
| ||||||||
TOTAL INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED (Cost $160,352,120) |
| 160,352,120 |
| |||||||
|
|
| ||||||||
| TOTAL INVESTMENTS (109.7%) | 1,217,923,969 | ||||||||
|
|
| ||||||||
| PAYABLE UPON RETURN OF SECURITIES ON LOAN (-14.4%) | (160,352,120 | ) | |||||||
|
|
| ||||||||
OTHER ASSETS, LESS LIABILITIES (4.7%) | 52,717,241 | |||||||||
|
|
| ||||||||
NET ASSETS (100.0%) | $ | 1,110,289,090 | ||||||||
|
|
|
FORWARD FOREIGN CURRENCY CONTRACTS
COUNTERPARTY | SHORT CONTRACTS | SETTLEMENT DATE | LOCAL CURRENCY | CURRENT VALUE | UNREALIZED GAIN/LOSS | |||||||||||||||
State Street Bank and Trust | Canadian Dollar | 10/27/22 | 4,077,000 | $ | 3,182,873 | $ | (17,655 | ) | ||||||||||||
|
| |||||||||||||||||||
$ | (17,655 | ) | ||||||||||||||||||
|
|
NOTES TO SCHEDULE OF INVESTMENTS
* | Securities issued and sold pursuant to a Rule 144A transaction are exempted from the registration requirement of the Securities Act of 1933, as amended. These securities may only be sold to qualified institutional buyers (QIBs), such as the Fund. Any resale of these securities must generally be effected through a sale that is registered under the Act or otherwise exempted from such registration requirements. |
~ | Security, or portion of security, is segregated as collateral (or collateral for potential future transactions) for written options. The aggregate value of such securities is $32,366,038. |
^ | Security, or portion of security, is on loan. |
| Perpetual maturity. |
*** | The rate disclosed is the 7 day net yield as of July 31, 2022. |
| Represents investment of cash collateral received from securities on loan as of July 31, 2022. |
See accompanying Notes to Schedule of Investments
3
Calamos Global Convertible Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
PRINCIPAL | VALUE | |||||||||
CONVERTIBLE BONDS (88.0%) | ||||||||||
Communication Services (10.9%) | ||||||||||
| 1,100,000 | | EUR | America Movil, BV 0.000%, 03/02/24 | $ | 1,216,298 |
| |||
| 1,363,000 | | Bharti Airtel, Ltd.* 1.500%, 02/17/25 |
| 1,655,786 |
| ||||
| 1,389,000 | | Bilibili, Inc.* 0.500%, 12/01/26 |
| 978,453 |
| ||||
| 600,000 | | EUR | Cellnex Telecom, SA 1.500%, 01/16/26 |
| 907,525 |
| |||
CyberAgent, Inc. | ||||||||||
50,000,000 | JPY | 0.000%, 02/17/23 | 384,972 | |||||||
50,000,000 | JPY | 0.000%, 02/19/25 | 414,942 | |||||||
iQIYI, Inc. | ||||||||||
1,205,000 | 4.000%, 12/15/26 | 799,060 | ||||||||
760,000 | 2.000%, 04/01/25 | 619,674 | ||||||||
| 710,000 | | Liberty Media Corp. 1.375%, 10/15/23 |
| 906,095 |
| ||||
Sea, Ltd. | ||||||||||
3,546,000 | 0.250%, 09/15/26 | 2,631,806 | ||||||||
1,377,000 | 2.375%, 12/01/25^ | 1,626,292 | ||||||||
Snap, Inc. | ||||||||||
1,981,000 | 0.750%, 08/01/26 | 1,743,854 | ||||||||
1,400,000 | 0.000%, 05/01/27 | 989,716 | ||||||||
| 1,000,000 | | Xiaomi Best Time International, Ltd. 0.000%, 12/17/27 |
| 826,320 |
| ||||
| 808,000 | | Zillow Group, Inc. 1.375%, 09/01/26 |
| 861,586 |
| ||||
|
|
| ||||||||
16,562,379 | ||||||||||
|
|
| ||||||||
Consumer Discretionary (18.6%) | ||||||||||
| 1,366,000 | | Airbnb, Inc. 0.000%, 03/15/26 |
| 1,192,053 |
| ||||
| 607,000 | | Booking Holdings, Inc.^ 0.750%, 05/01/25 |
| 817,671 |
| ||||
| 900,000 | | EUR | Delivery Hero, SE 0.250%, 01/23/24 |
| 848,943 |
| |||
| 2,719,000 | | Draftkings, Inc. 0.000%, 03/15/28 |
| 1,644,125 |
| ||||
| 772,000 | | Etsy, Inc. 0.125%, 10/01/26 |
| 1,081,055 |
| ||||
| 1,329,000 | | Farfetch, Ltd. 3.750%, 05/01/27 |
| 1,202,001 |
| ||||
| 2,000,000 | | AUD | Flight Centre Travel Group, Ltd. 1.625%, 11/01/28 |
| 1,219,749 |
| |||
| 1,100,000 | | EUR | Global Fashion Group, SA 1.250%, 03/15/28 |
| 795,534 |
| |||
| 600,000 | | EUR | HelloFresh, SE 0.750%, 05/13/25 |
| 569,445 |
| |||
| 1,330,000 | | Lucid Group, Inc.* 1.250%, 12/15/26 |
| 840,853 |
| ||||
| 1,458,000 | | MakeMyTrip, Ltd. 0.000%, 02/15/28 |
| 1,609,792 |
| ||||
| 703,000 | | Marriott Vacations Worldwide Corp. 0.000%, 01/15/26 |
| 703,422 |
| ||||
| 2,700,000 | | Meituan 0.000%, 04/27/28 |
| 2,208,222 |
| ||||
| 2,783,000 | | NCL Corp., Ltd. - Class C* 1.125%, 02/15/27 |
| 1,908,971 |
| ||||
| 900,000 |
| GBP | Ocado Group, PLC 0.750%, 01/18/27 |
| 765,022 |
|
PRINCIPAL | VALUE | |||||||||
800,000 | GBP | 0.875%, 12/09/25 | $ | 780,152 | ||||||
| 1,843,000 | | Pinduoduo, Inc. 0.000%, 12/01/25 |
| 1,647,310 |
| ||||
| 1,927,000 | | Royal Caribbean Cruises, Ltd. 4.250%, 06/15/23 |
| 1,889,790 |
| ||||
| 1,000,000 | | EUR | Shop Apotheke Europe, NV 0.000%, 01/21/28 |
| 780,887 |
| |||
| 980,000 | | Stride, Inc. 1.125%, 09/01/27 |
| 1,035,517 |
| ||||
| 91,000 | | Tesla, Inc. 2.000%, 05/15/24 |
| 1,307,524 |
| ||||
| 2,043,000 | | Vroom, Inc. 0.750%, 07/01/26 |
| 519,249 |
| ||||
Wayfair, Inc. | ||||||||||
1,863,000 | 0.625%, 10/01/25 | 1,269,877 | ||||||||
977,000 | 1.000%, 08/15/26^ | 676,797 | ||||||||
| 1,000,000 | | EUR | Zalando, SE 0.050%, 08/06/25 |
| 876,060 |
| |||
|
|
| ||||||||
28,190,021 | ||||||||||
|
|
| ||||||||
Consumer Staples (0.9%) | ||||||||||
| 100,000,000 | | JPY | Nippn Corp. 0.000%, 06/20/25 |
| 757,450 |
| |||
| 729,000 | | Turning Point Brands, Inc. 2.500%, 07/15/24 |
| 657,595 |
| ||||
|
|
| ||||||||
1,415,045 | ||||||||||
|
|
| ||||||||
Energy (1.6%) | ||||||||||
| 1,033,000 | | Pioneer Natural Resources Company 0.250%, 05/15/25 |
| 2,365,374 |
| ||||
|
|
| ||||||||
Financials (4.4%) | ||||||||||
| 1,312,000 | | Coinbase Global, Inc. 0.500%, 06/01/26 |
| 797,499 |
| ||||
| 2,700,000 | | EUR | Corestate Capital Holding, SA 1.375%, 11/28/22 |
| 683,261 |
| |||
| 1,000,000 | | GBP | Cornwall Jersey, Ltd. 0.750%, 04/16/26 |
| 807,292 |
| |||
| 900,000 | | EUR | JPMorgan Chase Financial Company, LLC 0.000%, 01/14/25 |
| 1,003,532 |
| |||
| 900,000 | | EUR | LEG Immobilien, SE 0.875%, 09/01/25 |
| 905,983 |
| |||
| 1,300,000 | | EUR | Oliver Capital Sarl 0.000%, 12/29/23 |
| 1,390,633 |
| |||
| 130,000,000 | | JPY | SBI Holdings, Inc. 0.000%, 09/13/23 |
| 993,469 |
| |||
|
|
| ||||||||
6,581,669 | ||||||||||
|
|
| ||||||||
Health Care (10.2%) | ||||||||||
| 650,000 | | Coherus Biosciences, Inc. 1.500%, 04/15/26 |
| 451,016 |
| ||||
| 841,000 | | CONMED Corp.* 2.250%, 06/15/27 |
| 809,420 |
| ||||
| 1,140,000 | | Dexcom, Inc. 0.250%, 11/15/25 |
| 1,086,785 |
| ||||
| 1,072,000 | | Haemonetics Corp.^ 0.000%, 03/01/26 |
| 877,046 |
| ||||
| 972,000 | | Halozyme Therapeutics, Inc. 0.250%, 03/01/27 |
| 910,249 |
| ||||
| 502,000 | | Innoviva, Inc. 2.500%, 08/15/25 |
| 540,895 |
|
See accompanying Notes to Schedule of Investments
1
Calamos Global Convertible Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
PRINCIPAL | VALUE | |||||||||
| 788,000 | | Integra LifeSciences Holdings Corp. 0.500%, 08/15/25 | $ | 762,067 |
| ||||
| 1,295,000 | | Jazz Investments I, Ltd. 2.000%, 06/15/26 |
| 1,546,359 |
| ||||
| 200,000,000 | | JPY | Menicon Company, Ltd. 0.000%, 01/29/25 |
| 1,647,364 |
| |||
| 941,000 | | NeoGenomics, Inc. 0.250%, 01/15/28 |
| 608,187 |
| ||||
| 926,000 | | Novocure, Ltd. 0.000%, 11/01/25 |
| 812,093 |
| ||||
| 2,061,000 | | Oak Street Health, Inc. 0.000%, 03/15/26 |
| 1,663,268 |
| ||||
| 600,000 | | Omnicell, Inc. 0.250%, 09/15/25 |
| 746,328 |
| ||||
| 620,000 | | Pacira BioSciences, Inc. 0.750%, 08/01/25 |
| 639,952 |
| ||||
| 130,000,000 | | JPY | Ship Healthcare Holdings, Inc. 0.000%, 12/13/23 |
| 1,049,154 |
| |||
| 630,000 | | Tabula Rasa HealthCare, Inc. 1.750%, 02/15/26 |
| 445,423 |
| ||||
| 910,000 | | Tandem Diabetes Care, Inc.* 1.500%, 05/01/25 |
| 896,104 |
| ||||
|
|
| ||||||||
15,491,710 | ||||||||||
|
|
| ||||||||
Industrials (5.4%) | ||||||||||
| 1,800,000 | | ADM Ag Holding, Ltd. 0.000%, 08/26/23 |
| 1,756,944 |
| ||||
| 1,276,000 | | Air Canada 4.000%, 07/01/25 |
| 1,454,500 |
| ||||
| 900,000 | | EUR | Duerr, AG 0.750%, 01/15/26 |
| 892,084 |
| |||
| 981,000 | | John Bean Technologies Corp. 0.250%, 05/15/26 |
| 917,686 |
| ||||
| 652,000 | | Middleby Corp. 1.000%, 09/01/25 |
| 813,200 |
| ||||
| 873,000 | | Southwest Airlines Company^ 1.250%, 05/01/25 |
| 1,103,795 |
| ||||
| 1,674,000 | | Sunrun, Inc.^ 0.000%, 02/01/26 |
| 1,248,201 |
| ||||
|
|
| ||||||||
8,186,410 | ||||||||||
|
|
| ||||||||
Information Technology (31.5%) | ||||||||||
| 1,388,000 | | Affirm Holdings, Inc.* 0.000%, 11/15/26 |
| 851,635 |
| ||||
| 1,010,000 | | Akamai Technologies, Inc. 0.125%, 05/01/25 |
| 1,160,288 |
| ||||
Bill.com Holdings, Inc. | ||||||||||
691,000 | 0.000%, 04/01/27* | 565,217 | ||||||||
625,000 | 0.000%, 12/01/25 | 702,831 | ||||||||
| 1,323,000 | | Block, Inc. 0.125%, 03/01/25 |
| 1,354,421 |
| ||||
| 1,216,000 | | Cloudflare, Inc.* 0.000%, 08/15/26 |
| 993,290 |
| ||||
| 1,320,000 | | Confluent, Inc.* 0.000%, 01/15/27 |
| 988,997 |
| ||||
| 973,000 | | CyberArk Software, Ltd.^ 0.000%, 11/15/24 |
| 1,051,336 |
| ||||
| 496,000 | | Datadog, Inc. 0.125%, 06/15/25 |
| 655,042 |
| ||||
| 2,853,000 | | DigitalOcean Holdings, Inc.* 0.000%, 12/01/26 |
| 2,140,549 |
| ||||
| 1,374,000 | | Dropbox, Inc. 0.000%, 03/01/28 |
| 1,256,935 |
| ||||
| 2,348,000 | | CAD | Dye & Durham, Ltd.* 3.750%, 03/01/26 |
| 1,466,870 |
|
PRINCIPAL | VALUE | |||||||||
| 2,744,000 | | Fastly, Inc. 0.000%, 03/15/26 | $ | 2,029,984 |
| ||||
| 1,676,000 | | Five9, Inc. 0.500%, 06/01/25 |
| 1,780,985 |
| ||||
| 9,000,000 | | HKD | Kingsoft Corp, Ltd. 0.625%, 04/29/25 |
| 1,217,607 |
| |||
| 1,163,000 | | LivePerson, Inc. 0.000%, 12/15/26 |
| 848,071 |
| ||||
| 1,161,000 | | Lumentum Holdings, Inc. 0.500%, 12/15/26 |
| 1,284,461 |
| ||||
| 2,667,000 | | Microchip Technology, Inc.^ 0.125%, 11/15/24 |
| 2,812,058 |
| ||||
| 2,264,000 | | MicroStrategy, Inc. 0.000%, 02/15/27 |
| 1,130,981 |
| ||||
Nexi S.p.A | ||||||||||
1,500,000 | EUR | 0.000%, 02/24/28 | 1,139,780 | |||||||
1,400,000 | EUR | 1.750%, 04/24/27 | 1,251,109 | |||||||
| 969,000 | | Nice, Ltd.^ 0.000%, 09/15/25 |
| 985,483 |
| ||||
| 2,023,000 | | Okta, Inc. 0.125%, 09/01/25 |
| 1,896,320 |
| ||||
| 2,106,000 | | ON Semiconductor Corp. 0.000%, 05/01/27 |
| 2,941,829 |
| ||||
| 770,000 | | Palo Alto Networks, Inc. 0.375%, 06/01/25 |
| 1,334,510 |
| ||||
| 729,000 | | Pegasystems, Inc. 0.750%, 03/01/25 |
| 581,691 |
| ||||
| 190,000,000 | | JPY | SCREEN Holdings Company, Ltd. 0.000%, 06/11/25 |
| 1,529,917 |
| |||
| 929,000 | | Shift4 Payments, Inc. 0.000%, 12/15/25 |
| 793,552 |
| ||||
| 492,000 | | Silicon Laboratories, Inc. 0.625%, 06/15/25 |
| 659,059 |
| ||||
| 708,200 | | EUR | SOITEC 0.000%, 10/01/25 |
| 1,384,963 |
| |||
| 1,080,000 | | Splunk, Inc. 1.125%, 09/15/25 |
| 1,086,523 |
| ||||
| 1,346,000 | | Tyler Technologies, Inc. 0.250%, 03/15/26 |
| 1,415,198 |
| ||||
| 1,392,000 | | Unity Software, Inc.* 0.000%, 11/15/26 |
| 1,038,683 |
| ||||
| 1,470,000 | | Workday, Inc. 0.250%, 10/01/22 |
| 1,600,462 |
| ||||
| 896,000 | | Workiva, Inc. 1.125%, 08/15/26 |
| 975,896 |
| ||||
| 1,335,000 | | Xero Investments, Ltd. 0.000%, 12/02/25 |
| 1,085,141 |
| ||||
| 1,249,000 | | Zendesk, Inc. 0.625%, 06/15/25 |
| 1,217,625 |
| ||||
| 490,000 | | Zscaler, Inc. 0.125%, 07/01/25 |
| 608,928 |
| ||||
|
|
| ||||||||
47,818,227 | ||||||||||
|
|
| ||||||||
Materials (2.6%) | ||||||||||
| 1,448,000 | | Amyris, Inc.* 1.500%, 11/15/26 |
| 596,518 |
| ||||
| 1,675,000 | | Lithium Americas Corp.* 1.750%, 01/15/27 |
| 1,462,191 |
| ||||
| 2,000,000 | | EUR | POSCO Holdings, Inc. 0.000%, 09/01/26 |
| 1,930,959 |
| |||
|
|
| ||||||||
3,989,668 | ||||||||||
|
|
| ||||||||
Real Estate (1.9%) | ||||||||||
| 700,000 | | EUR | ANLLIAN Capital, Ltd. 0.000%, 02/05/25 |
| 780,783 |
|
See accompanying Notes to Schedule of Investments
2
Calamos Global Convertible Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
PRINCIPAL | VALUE | |||||||||
2,135,000 | Redfin Corp. 0.000%, 10/15/25 | $ | 1,297,717 | |||||||
1,000,000 | Vingroup, JSC 3.000%, 04/20/26 | 849,980 | ||||||||
|
|
| ||||||||
2,928,480 | ||||||||||
|
|
| ||||||||
TOTAL CONVERTIBLE BONDS (Cost $156,533,940) | 133,528,983 | |||||||||
|
|
| ||||||||
NUMBER OF | VALUE | |||||||||
CONVERTIBLE PREFERRED STOCKS (10.2%) | ||||||||||
Communication Services (0.4%) | ||||||||||
485 | T-Mobile Exchangeable Trust* 5.250%, 06/01/23 | 583,940 | ||||||||
|
|
| ||||||||
Financials (3.8%) | ||||||||||
1,937 | Bank of America Corp. 7.250% | 2,409,725 | ||||||||
14,328 | KKR & Company, Inc.^ 6.000%, 09/15/23 | 1,002,960 | ||||||||
1,830 | Wells Fargo & Company 7.500% | 2,322,270 | ||||||||
|
|
| ||||||||
5,734,955 | ||||||||||
|
|
| ||||||||
Health Care (0.6%) | ||||||||||
674 | Danaher Corp.^ 5.000%, 04/15/23 | 1,025,727 | ||||||||
|
|
| ||||||||
Information Technology (1.6%) | ||||||||||
1,445 | Broadcom, Inc. 8.000%, 09/30/22 | 2,424,421 | ||||||||
|
|
| ||||||||
Utilities (3.8%) | ||||||||||
10,463 | AES Corp.^ 6.875%, 02/15/24 | 949,622 | ||||||||
12,820 | American Electric Power Company, Inc.^ 6.125%, 08/15/23 | 708,690 | ||||||||
54,250 | DTE Energy Company 6.250%, 11/01/22 | 2,800,927 | ||||||||
24,300 | NextEra Energy, Inc. 6.219%, 09/01/23 | 1,284,984 | ||||||||
|
|
| ||||||||
5,744,223 | ||||||||||
|
|
| ||||||||
TOTAL CONVERTIBLE PREFERRED STOCKS (Cost $14,135,399) | 15,513,266 | |||||||||
|
|
| ||||||||
PRINCIPAL | VALUE | |||||||||
U.S. GOVERNMENT AND AGENCY SECURITY (0.7%) | ||||||||||
1,016,000 | U.S. Treasury Note 2.250%, 03/31/24 (Cost $1,011,857) | 1,004,431 | ||||||||
|
|
|
NUMBER OF | VALUE | |||||||||
PURCHASED OPTIONS (0.3%) # | ||||||||||
Energy (0.0%) | ||||||||||
127 | EUR | TotalEnergies, SE | ||||||||
642,856 | Call, 12/16/22, Strike 56.00 | $ | 18,691 | |||||||
|
|
| ||||||||
Industrials (0.3%) | ||||||||||
242 | EUR | Schneider Electric, SE | ||||||||
3,648,908 | Call, 12/16/22, Strike 120.00 | 486,510 | ||||||||
|
|
| ||||||||
TOTAL PURCHASED OPTIONS (Cost $344,777) | 505,201 | |||||||||
|
|
| ||||||||
NUMBER OF | VALUE | |||||||||
| INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED (8.4%) | |||||||||
3,618,253 | JPMorgan Prime Money Market Fund - Capital Class, 0.40%*** | 3,618,253 | ||||||||
9,069,451 | State Street Navigator Securities Lending Government Money Market Portfolio, 2.001% | 9,069,451 | ||||||||
|
|
| ||||||||
TOTAL INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED (Cost $12,687,704) | 12,687,704 | |||||||||
|
|
| ||||||||
| TOTAL INVESTMENTS (107.6%) | 163,239,585 | ||||||||
|
|
| ||||||||
| PAYABLE UPON RETURN OF SECURITIES ON | (12,687,704 | ) | |||||||
|
|
| ||||||||
OTHER ASSETS, LESS LIABILITIES (0.8%) | 1,246,242 | |||||||||
|
|
| ||||||||
NET ASSETS (100.0%) | $ | 151,798,123 | ||||||||
|
|
|
NOTES TO SCHEDULE OF INVESTMENTS
* | Securities issued and sold pursuant to a Rule 144A transaction are exempted from the registration requirement of the Securities Act of 1933, as amended. These securities may only be sold to qualified institutional buyers (QIBs), such as the Fund. Any resale of these securities must generally be effected through a sale that is registered under the Act or otherwise exempted from such registration requirements. |
^ | Security, or portion of security, is on loan. |
| Perpetual maturity. |
| Variable rate security. The rate shown is the rate in effect at July 31, 2022. |
*** | The rate disclosed is the 7 day net yield as of July 31, 2022. |
| Represents investment of cash collateral received from securities on loan as of July 31, 2022. |
See accompanying Notes to Schedule of Investments
3
Calamos Global Convertible Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
FOREIGN CURRENCY ABBREVIATIONS
| ||
AUD | Australian Dollar | |
CAD | Canadian Dollar | |
EUR | European Monetary Unit | |
GBP | British Pound Sterling | |
HKD | Hong Kong Dollar | |
JPY | Japanese Yen |
Note: Value for securities denominated in foreign currencies is shown in U.S. dollars. The principal amount for such securities is shown in the respective foreign currency. The date on options represents the expiration date of the option contract. The option contract may be exercised at any date on or before the date shown.
See accompanying Notes to Schedule of Investments
4
Calamos Global Convertible Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
CURRENCY EXPOSURE JULY 31, 2022
Value | % of Total Investments | |||||||
US Dollar | $ | 132,342,645 | 81.1 | % | ||||
European Monetary Unit | 17,862,980 | 10.9 | % | |||||
Japanese Yen | 6,777,268 | 4.2 | % | |||||
British Pound Sterling | 2,352,466 | 1.4 | % | |||||
Canadian Dollar | 1,466,870 | 0.9 | % | |||||
Australian Dollar | 1,219,749 | 0.8 | % | |||||
Hong Kong Dollar | 1,217,607 | 0.7 | % | |||||
|
|
|
| |||||
Total Investments | $ | 163,239,585 | 100.0 | % |
Currency exposure may vary over time.
See accompanying Notes to Schedule of Investments
5
Calamos Timpani Small Cap Growth Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
NUMBER OF | VALUE | |||||||||
COMMON STOCKS (95.5%) | ||||||||||
Consumer Discretionary (8.4%) | ||||||||||
25,386 | Duolingo, Inc.# | $ | 2,329,165 | |||||||
304,949 | Everi Holdings, Inc.# | 5,858,070 | ||||||||
9,385 | Lithia Motors, Inc. - Class A | 2,489,653 | ||||||||
82,665 | Lovesac Company# | 2,575,841 | ||||||||
33,199 | Murphy USA, Inc. | 9,440,468 | ||||||||
19,550 | Ollies Bargain Outlet Holdings, Inc.# | 1,152,473 | ||||||||
53,316 | Scientific Games Corp. - Class A# | 2,715,917 | ||||||||
6,750 | TopBuild Corp.# | 1,429,110 | ||||||||
165,994 | Xponential Fitness, Inc. - Class A# | 2,463,351 | ||||||||
|
|
| ||||||||
30,454,048 | ||||||||||
|
|
| ||||||||
Consumer Staples (9.6%) | ||||||||||
45,224 | BJs Wholesale Club Holdings, Inc.# | 3,061,665 | ||||||||
153,267 | Celsius Holdings, Inc.# | 13,634,632 | ||||||||
98,490 | Chefs Warehouse, Inc.# | 3,408,739 | ||||||||
149,394 | elf Beauty, Inc.# | 5,009,181 | ||||||||
57,766 | MGP Ingredients, Inc. | 6,075,828 | ||||||||
417,124 | SunOpta, Inc.# | 3,679,034 | ||||||||
|
|
| ||||||||
34,869,079 | ||||||||||
|
|
| ||||||||
Energy (11.6%) | ||||||||||
138,992 | California Resources Corp. | 6,235,181 | ||||||||
28,145 | Chord Energy Corp. | 3,609,315 | ||||||||
84,915 | Matador Resources Company | 4,906,389 | ||||||||
597,947 | Patterson-UTI Energy, Inc. | 9,896,023 | ||||||||
17,674 | ProFrac Holding Corp. - Class A# | 324,848 | ||||||||
175,885 | ProPetro Holding Corp.# | 1,850,310 | ||||||||
254,007 | SilverBow Resources, Inc.# | 11,478,576 | ||||||||
65,033 | SM Energy Company | 2,684,562 | ||||||||
84,620 | US Silica Holdings, Inc.# | 1,170,295 | ||||||||
|
|
| ||||||||
42,155,499 | ||||||||||
|
|
| ||||||||
Financials (6.4%) | ||||||||||
29,289 | Kinsale Capital Group, Inc. | 7,123,378 | ||||||||
58,799 | LPL Financial Holdings, Inc. | 12,343,086 | ||||||||
42,015 | Wintrust Financial Corp. | 3,614,970 | ||||||||
|
|
| ||||||||
23,081,434 | ||||||||||
|
|
| ||||||||
Health Care (29.7%) | ||||||||||
137,332 | Acadia Healthcare Company., Inc.# | 11,386,196 | ||||||||
16,931 | AMN Healthcare Services, Inc.# | 1,903,722 | ||||||||
122,466 | Amphastar Pharmaceuticals, Inc.# | 4,579,004 | ||||||||
120,622 | Axonics, Inc.# | 7,824,749 | ||||||||
337,889 | CTI BioPharma Corp.# | 2,209,794 | ||||||||
94,579 | Cytokinetics, Inc.# | 4,003,529 | ||||||||
143,308 | Evolent Health, Inc. - Class A# | 4,871,039 | ||||||||
102,892 | Halozyme Therapeutics, Inc.# | 5,031,419 | ||||||||
98,932 | Harmony Biosciences Holdings, Inc.# | 5,018,820 | ||||||||
61,984 | HealthEquity, Inc.# | 3,605,609 | ||||||||
45,667 | Inspire Medical Systems, Inc.# | 9,543,946 | ||||||||
123,647 | Intra-Cellular Therapies, Inc.# | 6,691,776 | ||||||||
147,845 | iRadimed Corp. | 6,246,451 | ||||||||
47,806 | iRhythm Technologies, Inc.# | 7,392,242 | ||||||||
37,994 | Lantheus Holdings, Inc.# | 2,914,900 | ||||||||
157,657 | Mirum Pharmaceuticals, Inc.# | 3,957,191 | ||||||||
46,975 | OptimizeRx Corp.# | 1,055,528 |
NUMBER OF | VALUE | |||||||||
60,053 | Option Care Health, Inc.# | $ | 2,017,781 | |||||||
190,634 | Paragon 28, Inc.# | 3,622,046 | ||||||||
38,806 | Shockwave Medical, Inc.# | 8,185,349 | ||||||||
18,554 | Simulations Plus, Inc. | 1,190,239 | ||||||||
53,893 | STAAR Surgical Co.# | 4,349,165 | ||||||||
|
|
| ||||||||
107,600,495 | ||||||||||
|
|
| ||||||||
Industrials (6.9%) | ||||||||||
21,579 | AAR Corp.# | 960,913 | ||||||||
48,359 | Advanced Drainage Systems, Inc. | 5,735,377 | ||||||||
28,293 | Applied Industrial Technologies, Inc. | 2,845,993 | ||||||||
9,406 | Curtiss-Wright Corp. | 1,349,197 | ||||||||
65,217 | Driven Brands Holdings, Inc.# | 1,981,292 | ||||||||
6,140 | FTI Consulting, Inc.# | 1,004,258 | ||||||||
15,456 | Huron Consulting Group, Inc.# | 1,037,098 | ||||||||
239,621 | Tecnoglass, Inc. | 5,369,907 | ||||||||
11,111 | Tetra Tech, Inc. | 1,702,983 | ||||||||
79,161 | WillScot Mobile Mini Holdings Corp.# | 3,056,406 | ||||||||
|
|
| ||||||||
25,043,424 | ||||||||||
|
|
| ||||||||
Information Technology (21.6%) | ||||||||||
147,624 | Box, Inc. - Class A# | 4,198,427 | ||||||||
42,605 | Clearfield, Inc.# | 4,198,723 | ||||||||
13,696 | CyberArk Software, Ltd.# | 1,782,260 | ||||||||
12,357 | Endava, PLC# | 1,260,414 | ||||||||
67,725 | ExlService Holdings, Inc.# | 11,402,858 | ||||||||
91,960 | Flywire Corp.# | 2,157,382 | ||||||||
257,106 | Harmonic, Inc.# | 2,807,598 | ||||||||
404,988 | International Money Express, Inc.# | 9,735,911 | ||||||||
305,797 | Lantronix, Inc.# | 2,204,796 | ||||||||
81,374 | Liquidity, Inc.# | 1,638,059 | ||||||||
93,805 | Napco Security Technologies, Inc.# | 2,407,036 | ||||||||
295,542 | Privia Health Group, Inc.# | 10,870,035 | ||||||||
49,335 | ShotSpotter, Inc.# | 1,657,163 | ||||||||
226,637 | Sierra Wireless, Inc.# | 5,638,729 | ||||||||
29,279 | SiTime Corp.# | 5,445,308 | ||||||||
82,789 | Sprout Social, Inc. - Class A# | 4,313,307 | ||||||||
82,609 | Tenable Holdings, Inc.# | 3,192,838 | ||||||||
216,419 | UserTesting, Inc.# | 1,369,932 | ||||||||
24,788 | WNS Holdings, Ltd.# | 2,149,367 | ||||||||
|
|
| ||||||||
78,430,143 | ||||||||||
|
|
| ||||||||
Utilities (1.3%) | ||||||||||
218,743 | Aris Water Solution, Inc. - Class A | 4,630,789 | ||||||||
|
|
| ||||||||
TOTAL COMMON STOCKS (Cost $292,330,770) | 346,264,911 | |||||||||
|
|
| ||||||||
| TOTAL INVESTMENTS (95.5%) (Cost $292,330,770) | 346,264,911 | ||||||||
|
|
| ||||||||
OTHER ASSETS, LESS LIABILITIES (4.5%) | 16,206,904 | |||||||||
|
|
| ||||||||
NET ASSETS (100.0%) | $ | 362,471,815 | ||||||||
|
|
|
NOTES TO SCHEDULE OF INVESTMENTS
# | Non-income producing security. |
See accompanying Notes to Schedule of Investments
1
Calamos Timpani SMID Growth Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
NUMBER OF | VALUE | |||||||||
COMMON STOCKS (96.8%) | ||||||||||
Consumer Discretionary (13.6%) | ||||||||||
1,181 | Choice Hotels International, Inc. | $ | 142,747 | |||||||
600 | Deckers Outdoor Corp.# | 187,926 | ||||||||
642 | Duolingo, Inc.# | 58,904 | ||||||||
12,535 | Everi Holdings, Inc.# | 240,797 | ||||||||
955 | Lithia Motors, Inc. - Class A | 253,342 | ||||||||
935 | Lovesac Company# | 29,135 | ||||||||
1,428 | Murphy USA, Inc. | 406,066 | ||||||||
920 | Ollies Bargain Outlet Holdings, Inc.# | 54,234 | ||||||||
1,007 | Penske Automotive Group, Inc. | 115,291 | ||||||||
2,516 | Planet Fitness, Inc. - Class A# | 198,286 | ||||||||
470 | Pool Corp. | 168,119 | ||||||||
1,808 | Scientific Games Corp. - Class A# | 92,100 | ||||||||
519 | TopBuild Corp.# | 109,883 | ||||||||
2,861 | Wyndham Hotels & Resorts, Inc. | 198,582 | ||||||||
3,912 | Xponential Fitness, Inc. - Class A# | 58,054 | ||||||||
|
|
| ||||||||
2,313,466 | ||||||||||
|
|
| ||||||||
Consumer Staples (7.6%) | ||||||||||
1,454 | BJs Wholesale Club Holdings, Inc.# | 98,436 | ||||||||
6,770 | Celsius Holdings, Inc.# | 602,259 | ||||||||
3,701 | Chefs Warehouse, Inc.# | 128,092 | ||||||||
5,987 | elf Beauty, Inc.# | 200,744 | ||||||||
2,451 | MGP Ingredients, Inc. | 257,796 | ||||||||
|
|
| ||||||||
1,287,327 | ||||||||||
|
|
| ||||||||
Energy (10.2%) | ||||||||||
5,270 | California Resources Corp. | 236,412 | ||||||||
2,609 | Diamondback Energy, Inc. | 334,004 | ||||||||
2,843 | Matador Resources Company | 164,269 | ||||||||
1,307 | Oasis Petroleum, Inc. | 167,610 | ||||||||
25,835 | Patterson-UTI Energy, Inc. | 427,569 | ||||||||
854 | ProFrac Holding Corp. - Class A# | 15,696 | ||||||||
5,070 | ProPetro Holding Corp.# | 53,336 | ||||||||
6,509 | Range Resources Corp.# | 215,253 | ||||||||
1,268 | SM Energy Company | 52,343 | ||||||||
4,001 | US Silica Holdings, Inc.# | 55,334 | ||||||||
|
|
| ||||||||
1,721,826 | ||||||||||
|
|
| ||||||||
Financials (9.2%) | ||||||||||
3,766 | Brown & Brown, Inc. | 245,167 | ||||||||
1,387 | Kinsale Capital Group, Inc. | 337,332 | ||||||||
3,256 | LPL Financial Holdings, Inc. | 683,499 | ||||||||
1,536 | Ryan Specialty Holdings, Inc.# | 66,417 | ||||||||
2,573 | Wintrust Financial Corp. | 221,381 | ||||||||
|
|
| ||||||||
1,553,796 | ||||||||||
|
|
| ||||||||
Health Care (23.6%) | ||||||||||
6,517 | Acadia Healthcare Company., Inc.# | 540,325 | ||||||||
6,491 | agilon health, Inc.# | 162,470 | ||||||||
600 | AMN Healthcare Services, Inc.# | 67,464 | ||||||||
4,656 | Amphastar Pharmaceuticals, Inc.# | 174,088 | ||||||||
4,018 | Axonics, Inc.# | 260,648 | ||||||||
3,713 | Cytokinetics, Inc.# | 157,171 | ||||||||
5,507 | Evolent Health, Inc. - Class A# | 187,183 | ||||||||
3,961 | Halozyme Therapeutics, Inc.# | 193,693 | ||||||||
3,906 | Harmony Biosciences Holdings, Inc.# | 198,151 |
NUMBER OF SHARES | VALUE | |||||||||
2,326 | HealthEquity, Inc.# | $ | 135,303 | |||||||
1,865 | Inspire Medical Systems, Inc.# | 389,766 | ||||||||
4,619 | Intra-Cellular Therapies, Inc.# | 249,980 | ||||||||
1,957 | iRhythm Technologies, Inc.# | 302,611 | ||||||||
1,555 | Lantheus Holdings, Inc.# | 119,300 | ||||||||
566 | Molina Healthcare, Inc.# | 185,490 | ||||||||
1,654 | Option Care Health, Inc.# | 55,574 | ||||||||
1,318 | Shockwave Medical, Inc.# | 278,006 | ||||||||
2,096 | STAAR Surgical Co.# | 169,147 | ||||||||
789 | United Therapeutics Corp.# | 182,314 | ||||||||
|
|
| ||||||||
4,008,684 | ||||||||||
|
|
| ||||||||
Industrials (11.0%) | ||||||||||
3,049 | Advanced Drainage Systems, Inc. | 361,611 | ||||||||
995 | Applied Industrial Technologies, Inc. | 100,087 | ||||||||
2,622 | Axon Enterprise, Inc.# | 288,918 | ||||||||
1,442 | Carlisle Companies, Inc. | 426,976 | ||||||||
447 | Curtiss-Wright Corp. | 64,118 | ||||||||
1,884 | Driven Brands Holdings, Inc.# | 57,236 | ||||||||
434 | FTI Consulting, Inc.# | 70,985 | ||||||||
739 | Huron Consulting Group, Inc.# | 49,587 | ||||||||
616 | Quanta Services, Inc. | 85,458 | ||||||||
8,638 | Tecnoglass, Inc. | 193,578 | ||||||||
411 | Tetra Tech, Inc. | 62,994 | ||||||||
2,820 | WillScot Mobile Mini Holdings Corp.# | 108,880 | ||||||||
|
|
| ||||||||
1,870,428 | ||||||||||
|
|
| ||||||||
Information Technology (21.6%) | ||||||||||
1,749 | Bill.com Holdings, Inc.# | 236,255 | ||||||||
4,948 | Box, Inc. - Class A# | 140,721 | ||||||||
644 | CyberArk Software, Ltd.# | 83,804 | ||||||||
833 | Endava, PLC (ADR)# | 84,966 | ||||||||
1,224 | Enphase Energy, Inc.# | 347,836 | ||||||||
2,845 | ExlService Holdings, Inc.# | 479,013 | ||||||||
2,373 | Five9, Inc.# | 256,569 | ||||||||
834 | Gitlab, Inc. - Class A# | 47,872 | ||||||||
791 | Globant, SA# | 157,599 | ||||||||
8,010 | Harmonic, Inc.# | 87,469 | ||||||||
249 | Jack Henry & Associates, Inc. | 51,735 | ||||||||
781 | MongoDB, Inc. - Class A# | 244,039 | ||||||||
341 | Monolithic Power Systems, Inc. | 158,469 | ||||||||
2,227 | Paylocity Holding Corp.# | 458,606 | ||||||||
7,170 | Privia Health Group, Inc.# | 263,713 | ||||||||
1,084 | SiTime Corp.# | 201,602 | ||||||||
2,939 | Sprout Social, Inc. - Class A# | 153,122 | ||||||||
2,610 | Tenable Holdings, Inc.# | 100,876 | ||||||||
1,338 | WNS Holdings, Ltd.(ADR)# | 116,018 | ||||||||
|
|
| ||||||||
3,670,284 | ||||||||||
|
|
| ||||||||
TOTAL COMMON STOCKS (Cost $13,811,280) | 16,425,811 | |||||||||
|
|
| ||||||||
| TOTAL INVESTMENTS (96.8%) (Cost $13,811,280) | 16,425,811 | ||||||||
|
|
| ||||||||
OTHER ASSETS, LESS LIABILITIES (3.2%) | 549,632 | |||||||||
|
|
| ||||||||
NET ASSETS (100.0%) | $ | 16,975,443 | ||||||||
|
|
|
NOTES TO SCHEDULE OF INVESTMENTS
# | Non-income producing security. |
See accompanying Notes to Schedule of Investments
1
Calamos Growth Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
NUMBER OF SHARES | VALUE | |||||||||
COMMON STOCKS (95.2%) | ||||||||||
Communication Services (9.6%) | ||||||||||
799,780 | Alphabet, Inc. - Class A#~ | $ | 93,030,410 | |||||||
27,992 | Lyft, Inc. - Class A# | 387,969 | ||||||||
144,500 | Meta Platforms, Inc. - Class A# | 22,989,950 | ||||||||
20,526 | Netflix, Inc.# | 4,616,297 | ||||||||
5,461 | Roku, Inc.# | 357,805 | ||||||||
33,000 | T-Mobile US, Inc.# | 4,720,980 | ||||||||
|
|
| ||||||||
126,103,411 | ||||||||||
|
|
| ||||||||
Consumer Discretionary (17.0%) | ||||||||||
4,071 | Airbnb, Inc. - Class A# | 451,800 | ||||||||
634,340 | Amazon.com, Inc.# | 85,604,183 | ||||||||
84,975 | Caesars Entertainment, Inc.# | 3,882,508 | ||||||||
5,418 | Chipotle Mexican Grill, Inc.# | 8,474,944 | ||||||||
6,877 | Choice Hotels International, Inc. | 831,223 | ||||||||
3,539 | Deckers Outdoor Corp.# | 1,108,450 | ||||||||
40,454 | Dollar Tree, Inc.# | 6,689,474 | ||||||||
3,783 | Duolingo, Inc.#^ | 347,090 | ||||||||
72,990 | Everi Holdings, Inc.# | 1,402,138 | ||||||||
43,043 | Home Depot, Inc. | 12,953,361 | ||||||||
109,349 | Las Vegas Sands Corp.# | 4,121,364 | ||||||||
5,561 | Lithia Motors, Inc. - Class A | 1,475,222 | ||||||||
5,446 | Lovesac Company# | 169,697 | ||||||||
33,200 | Lululemon Athletica, Inc.# | 10,308,932 | ||||||||
8,316 | Murphy USA, Inc. | 2,364,738 | ||||||||
121,700 | NIKE, Inc. - Class B | 13,985,764 | ||||||||
5,360 | Ollies Bargain Outlet Holdings, Inc.#^ | 315,972 | ||||||||
5,864 | Penske Automotive Group, Inc.^ | 671,369 | ||||||||
14,648 | Planet Fitness, Inc. - Class A# | 1,154,409 | ||||||||
2,772 | Pool Corp. | 991,544 | ||||||||
10,528 | Scientific Games Corp. - Class A# | 536,296 | ||||||||
57,446 | Tesla, Inc.# | 51,210,237 | ||||||||
3,024 | TopBuild Corp.# | 640,241 | ||||||||
29,557 | Ulta Beauty, Inc.# | 11,495,013 | ||||||||
16,869 | Wyndham Hotels & Resorts, Inc. | 1,170,877 | ||||||||
22,780 | Xponential Fitness, Inc. - Class A# | 338,055 | ||||||||
|
|
| ||||||||
222,694,901 | ||||||||||
|
|
| ||||||||
Consumer Staples (2.8%) | ||||||||||
8,464 | BJs Wholesale Club Holdings, Inc.# | 573,013 | ||||||||
39,421 | Celsius Holdings, Inc.#^ | 3,506,892 | ||||||||
21,549 | Chefs Warehouse, Inc.# | 745,811 | ||||||||
42,082 | Constellation Brands, Inc. - Class A | 10,365,217 | ||||||||
35,305 | elf Beauty, Inc.#^ | 1,183,777 | ||||||||
24,005 | Estee Lauder Companies, Inc. - Class A | 6,555,765 | ||||||||
14,270 | MGP Ingredients, Inc.^ | 1,500,919 | ||||||||
88,386 | Walmart, Inc. | 11,671,371 | ||||||||
|
|
| ||||||||
36,102,765 | ||||||||||
|
|
| ||||||||
Energy (2.7%) | ||||||||||
30,688 | California Resources Corp. | 1,376,664 | ||||||||
35,000 | Chevron Corp. | 5,732,300 | ||||||||
7,610 | Chord Energy Corp.^ | 975,906 | ||||||||
15,192 | Diamondback Energy, Inc. | 1,944,880 | ||||||||
38,333 | Hess Corp. | 4,311,313 | ||||||||
16,555 | Matador Resources Company | 956,548 | ||||||||
152,348 | Patterson-UTI Energy, Inc.^ | 2,521,359 |
NUMBER OF SHARES | VALUE | |||||||||
16,319 | Pioneer Natural Resources Company | $ | 3,866,787 | |||||||
4,971 | ProFrac Holding Corp. - Class A# | 91,367 | ||||||||
29,520 | ProPetro Holding Corp.# | 310,550 | ||||||||
37,903 | Range Resources Corp.# | 1,253,452 | ||||||||
7,381 | SM Energy Company | 304,688 | ||||||||
130,351 | Sysco Corp. | 11,066,800 | ||||||||
23,295 | US Silica Holdings, Inc.# | 322,170 | ||||||||
|
|
| ||||||||
35,034,784 | ||||||||||
|
|
| ||||||||
Financials (5.3%) | ||||||||||
79,696 | American Express Company~ | 12,274,778 | ||||||||
101,681 | Apollo Global Management, Inc. | 5,805,985 | ||||||||
21,932 | Brown & Brown, Inc. | 1,427,773 | ||||||||
33,000 | Goldman Sachs Group, Inc. | 11,001,870 | ||||||||
484,767 | Huntington Bancshares, Inc. | 6,442,554 | ||||||||
8,074 | Kinsale Capital Group, Inc. | 1,963,678 | ||||||||
18,960 | LPL Financial Holdings, Inc. | 3,980,083 | ||||||||
53,161 | Marsh & McLennan Companies, Inc. | 8,716,278 | ||||||||
9,060 | Ryan Specialty Holdings, Inc.# | 391,754 | ||||||||
526,752 | SLM Corp. | 8,217,331 | ||||||||
195,344 | Wells Fargo & Company | 8,569,741 | ||||||||
14,980 | Wintrust Financial Corp. | 1,288,879 | ||||||||
|
|
| ||||||||
70,080,704 | ||||||||||
|
|
| ||||||||
Health Care (11.0%) | ||||||||||
37,949 | Acadia Healthcare Company., Inc.# | 3,146,352 | ||||||||
38,280 | agilon health, Inc.#^ | 958,148 | ||||||||
3,496 | AMN Healthcare Services, Inc.# | 393,090 | ||||||||
27,109 | Amphastar Pharmaceuticals, Inc.# | 1,013,606 | ||||||||
23,398 | Axonics, Inc.#^ | 1,517,828 | ||||||||
181,046 | Boston Scientific Corp.# | 7,431,938 | ||||||||
173,618 | Bristol-Myers Squibb Company | 12,809,536 | ||||||||
21,623 | Cytokinetics, Inc.#^ | 915,302 | ||||||||
65,354 | Danaher Corp.~ | 19,048,730 | ||||||||
107,380 | Dexcom, Inc.# | 8,813,750 | ||||||||
70,652 | Edwards Lifesciences Corp.# | 7,103,352 | ||||||||
66,101 | Eli Lilly & Company | 21,792,839 | ||||||||
32,470 | Evolent Health, Inc. - Class A# | 1,103,655 | ||||||||
23,355 | Halozyme Therapeutics, Inc.# | 1,142,059 | ||||||||
22,746 | Harmony Biosciences Holdings, Inc.#^ | 1,153,905 | ||||||||
13,715 | HealthEquity, Inc.# | 797,802 | ||||||||
11,500 | Humana, Inc. | 5,543,000 | ||||||||
10,857 | Inspire Medical Systems, Inc.# | 2,269,004 | ||||||||
26,897 | Intra-Cellular Therapies, Inc.# | 1,455,666 | ||||||||
44,478 | IQVIA Holdings, Inc.# | 10,686,729 | ||||||||
11,396 | iRhythm Technologies, Inc.# | 1,762,163 | ||||||||
40,173 | Jazz Pharmaceuticals, PLC# | 6,269,398 | ||||||||
9,169 | Lantheus Holdings, Inc.# | 703,446 | ||||||||
3,293 | Molina Healthcare, Inc.# | 1,079,182 | ||||||||
9,632 | Option Care Health, Inc.# | 323,635 | ||||||||
7,673 | Shockwave Medical, Inc.#^ | 1,618,466 | ||||||||
12,358 | STAAR Surgical Company# | 997,291 | ||||||||
35,597 | Thermo Fisher Scientific, Inc. | 21,301,601 | ||||||||
4,593 | United Therapeutics Corp.# | 1,061,305 | ||||||||
|
|
| ||||||||
144,212,778 | ||||||||||
|
|
| ||||||||
Industrials (6.0%) | ||||||||||
17,752 | Advanced Drainage Systems, Inc. | 2,105,387 | ||||||||
321,155 | Air Lease Corp. - Class A | 11,918,062 |
See accompanying Notes to Schedule of Investments
1
Calamos Growth Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
NUMBER OF | VALUE | |||||||||
5,795 | Applied Industrial Technologies, Inc. | $ | 582,919 | |||||||
15,459 | Axon Enterprise, Inc.# | 1,703,427 | ||||||||
40,200 | Boeing Company# | 6,404,262 | ||||||||
8,395 | Carlisle Companies, Inc. | 2,485,760 | ||||||||
314,521 | CSX Corp. | 10,168,464 | ||||||||
2,600 | Curtiss-Wright Corp. | 372,944 | ||||||||
10,972 | Driven Brands Holdings, Inc.#^ | 333,329 | ||||||||
2,558 | FTI Consulting, Inc.#^ | 418,387 | ||||||||
31,966 | Honeywell International, Inc. | 6,152,176 | ||||||||
4,306 | Huron Consulting Group, Inc.# | 288,933 | ||||||||
23,400 | L3Harris Technologies, Inc. | 5,615,298 | ||||||||
3,585 | Quanta Services, Inc. | 497,347 | ||||||||
94,000 | Raytheon Technologies Corp. | 8,761,740 | ||||||||
50,301 | Tecnoglass, Inc. | 1,127,245 | ||||||||
2,394 | Tetra Tech, Inc. | 366,928 | ||||||||
454,838 | Uber Technologies, Inc.# | 10,665,951 | ||||||||
32,799 | Union Pacific Corp. | 7,455,213 | ||||||||
16,418 | WillScot Mobile Mini Holdings Corp.# | 633,899 | ||||||||
|
| |||||||||
78,057,671 | ||||||||||
|
| |||||||||
Information Technology (38.9%) | ||||||||||
19,126 | Accenture, PLC - Class A | 5,857,529 | ||||||||
17,958 | Adobe, Inc.# | 7,364,935 | ||||||||
95,500 | Advanced Micro Devices, Inc.# | 9,021,885 | ||||||||
754,092 | Apple, Inc. | 122,547,491 | ||||||||
109,831 | Applied Materials, Inc. | 11,639,889 | ||||||||
10,700 | ASML Holding, NV | 6,146,508 | ||||||||
10,187 | Bill.com Holdings, Inc.#^ | 1,376,060 | ||||||||
64,000 | Block, Inc.# | 4,867,840 | ||||||||
28,810 | Box, Inc. - Class A# | 819,356 | ||||||||
3,800 | CyberArk Software, Ltd.#^ | 494,494 | ||||||||
11,609 | Datadog, Inc. - Class A# | 1,184,234 | ||||||||
4,850 | Endava, PLC# | 494,700 | ||||||||
7,129 | Enphase Energy, Inc.# | 2,025,919 | ||||||||
16,567 | ExlService Holdings, Inc.# | 2,789,386 | ||||||||
13,988 | Five9, Inc.# | 1,512,383 | ||||||||
14,516 | Gitlab, Inc. - Class A#^ | 833,218 | ||||||||
4,604 | Globant, SA#^ | 917,301 | ||||||||
47,236 | Harmonic, Inc.#^ | 515,817 | ||||||||
1,452 | Jack Henry & Associates, Inc. | 301,682 | ||||||||
127,758 | Marvell Technology, Inc. | 7,113,565 | ||||||||
120,854 | Micron Technology, Inc. | 7,476,028 | ||||||||
571,144 | Microsoft Corp.~ | 160,342,967 | ||||||||
4,547 | MongoDB, Inc. - Class A#^ | 1,420,801 | ||||||||
1,987 | Monolithic Power Systems, Inc. | 923,399 | ||||||||
174,134 | NVIDIA Corp. | 31,627,958 | ||||||||
31,462 | Paycom Software, Inc.# | 10,397,876 | ||||||||
12,970 | Paylocity Holding Corp.#^ | 2,670,912 | ||||||||
41,752 | Privia Health Group, Inc.# | 1,535,639 | ||||||||
156,942 | Salesforce, Inc.#~ | 28,880,467 | ||||||||
23,079 | ServiceNow, Inc.# | 10,308,466 | ||||||||
6,311 | SiTime Corp.#^ | 1,173,720 | ||||||||
61,060 | Snowflake, Inc. - Class A# | 9,153,505 | ||||||||
17,117 | Sprout Social, Inc. - Class A#^ | 891,796 | ||||||||
15,393 | Tenable Holdings, Inc.# | 594,940 | ||||||||
21,939 | Trade Desk, Inc. - Class A# | 987,255 | ||||||||
7,095 | Twilio, Inc. - Class A# | 601,656 | ||||||||
44,722 | UnitedHealth Group, Inc. | 24,254,530 | ||||||||
23,437 | Unity Software, Inc.#^ | 876,309 | ||||||||
120,811 | Visa, Inc. - Class A | 25,625,221 | ||||||||
7,794 | WNS Holdings, Ltd.# | 675,818 | ||||||||
2,837 | Zscaler, Inc.# | 439,905 | ||||||||
|
| |||||||||
508,683,360 | ||||||||||
|
|
NUMBER OF | VALUE | |||||||
Materials (1.9%) | ||||||||
79,000 | Celanese Corp. | $ | 9,283,290 | |||||
51,000 | Linde, PLC | 15,402,000 | ||||||
|
| |||||||
24,685,290 | ||||||||
|
| |||||||
TOTAL COMMON STOCKS (Cost $892,532,391) | 1,245,655,664 | |||||||
|
| |||||||
NUMBER OF | VALUE | |||||||
PURCHASED OPTION (0.0%) # | ||||||||
Information Technology (0.0%) | ||||||||
70 | Twilio, Inc. | |||||||
593,600 | Call, 01/20/23, Strike $300.00 (Cost $81,525) | 1,750 | ||||||
|
| |||||||
NUMBER OF | VALUE | |||||||
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED (1.7%) |
| |||||||
5,683,211 | JPMorgan Prime Money Market Fund - Capital Class, 0.070%*** | 5,683,211 | ||||||
16,507,636 | State Street Navigator Securities Lending Government Money Market Portfolio, 2.001% | 16,507,636 | ||||||
|
| |||||||
TOTAL INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED (Cost $22,190,847) | 22,190,847 | |||||||
|
| |||||||
TOTAL INVESTMENTS (96.9%) (Cost $914,804,763) | 1,267,848,261 | |||||||
|
| |||||||
PAYABLE UPON RETURN OF SECURITIES ON LOAN (-1.7%) | (22,190,847 | ) | ||||||
|
| |||||||
OTHER ASSETS, LESS LIABILITIES (4.8%) | 62,130,664 | |||||||
|
| |||||||
NET ASSETS (100.0%) | $ | 1,307,788,078 | ||||||
|
| |||||||
NUMBER OF | VALUE | |||||||
WRITTEN OPTION (0.0%) # | ||||||||
Information Technology (0.0%) | ||||||||
650 | Micron Technology, Inc. | |||||||
4,020,900 | Put, 08/19/22, Strike $45.00 (Premium $71,479) | (2,925 | ) | |||||
|
|
See accompanying Notes to Schedule of Investments
2
Calamos Growth Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
NOTES TO SCHEDULE OF INVESTMENTS
# | Non-income producing security. |
~ | Security, or portion of security, is segregated as collateral (or potential collateral for future transactions) for written options. The aggregate value of such securities is $21,334,463. |
^ | Security, or portion of security, is on loan. |
*** | The rate disclosed is the 7 day net yield as of July 31, 2022. |
| Represents investment of cash collateral received from securities on loan as of July 31, 2022. |
Note: The date on options represents the expiration date of the option contract. The option contract may be exercised at any date on or before the date shown.
See accompanying Notes to Schedule of Investments
3
Calamos Growth and Income Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
PRINCIPAL | VALUE | |||||||||
CONVERTIBLE BONDS (15.6%) | ||||||||||
Communication Services (1.5%) | ||||||||||
Liberty Media Corp. | ||||||||||
6,963,000 | 1.375%, 10/15/23 | $ | 8,886,111 | |||||||
2,275,000 | 0.500%, 12/01/50* | 2,742,421 | ||||||||
13,805,000 | Live Nation Entertainment, Inc.^ 2.000%, 02/15/25 | 15,587,640 | ||||||||
3,000,000 | Match Group Financeco 2, Inc.* 0.875%, 06/15/26 | 3,263,310 | ||||||||
2,500,000 | Match Group Financeco 3, Inc.* 2.000%, 01/15/30 | 2,834,750 | ||||||||
3,520,000 | Twitter, Inc. 0.250%, 06/15/24 | 3,584,944 | ||||||||
|
| |||||||||
36,899,176 | ||||||||||
|
| |||||||||
Consumer Discretionary (3.2%) | ||||||||||
16,950,000 | Airbnb, Inc.^ 0.000%, 03/15/26 | 14,791,587 | ||||||||
13,861,000 | Booking Holdings, Inc.^ 0.750%, 05/01/25 | 18,671,737 | ||||||||
4,270,000 | DISH Network Corp. 0.000%, 12/15/25 | 3,067,568 | ||||||||
18,610,000 | Ford Motor Company 0.000%, 03/15/26 | 19,875,666 | ||||||||
2,515,000 | Liberty Broadband Corp.* 2.750%, 09/30/50 | 2,406,906 | ||||||||
7,235,000 | Marriott Vacations Worldwide Corp. 0.000%, 01/15/26 | 7,239,341 | ||||||||
325,000 | Tesla, Inc. 2.000%, 05/15/24 | 4,669,730 | ||||||||
9,200,000 | Vail Resorts, Inc.^ 0.000%, 01/01/26 | 8,362,984 | ||||||||
|
| |||||||||
79,085,519 | ||||||||||
|
| |||||||||
Energy (1.0%) | ||||||||||
3,995,000 | EQT Corp.^ 1.750%, 05/01/26 | 11,970,298 | ||||||||
5,290,000 | Pioneer Natural Resources Company 0.250%, 05/15/25 | 12,113,095 | ||||||||
|
| |||||||||
24,083,393 | ||||||||||
|
| |||||||||
Financials (0.2%) | ||||||||||
3,950,000 | Ares Capital Corp.^ 4.625%, 03/01/24 | 4,229,660 | ||||||||
|
| |||||||||
Health Care (2.6%) | ||||||||||
4,950,000 | CONMED Corp.* 2.250%, 06/15/27 | 4,764,128 | ||||||||
8,595,000 | Dexcom, Inc.^ 0.250%, 11/15/25 | 8,193,785 | ||||||||
3,899,000 | Envista Holdings Corp.^ 2.375%, 06/01/25 | 7,799,988 | ||||||||
3,272,000 | Halozyme Therapeutics, Inc. 0.250%, 03/01/27 | 3,064,130 | ||||||||
3,365,000 | Integra LifeSciences Holdings Corp. 0.500%, 08/15/25 | 3,254,258 | ||||||||
12,670,000 | Jazz Investments I, Ltd. 2.000%, 06/15/26 | 15,129,247 | ||||||||
5,250,000 | Omnicell, Inc. 0.250%, 09/15/25 | 6,530,370 |
PRINCIPAL AMOUNT | VALUE | |||||||||
9,355,000 | Pacira BioSciences, Inc. 0.750%, 08/01/25 | $ | 9,656,044 | |||||||
4,400,000 | Tandem Diabetes Care, Inc.* 1.500%, 05/01/25 | 4,332,812 | ||||||||
|
| |||||||||
62,724,762 | ||||||||||
|
| |||||||||
Industrials (2.8%) | ||||||||||
3,950,000 | Air Transport Services Group, Inc. 1.125%, 10/15/24 | 4,485,264 | ||||||||
1,300,000 | Chart Industries, Inc.* 1.000%, 11/15/24 | 4,353,635 | ||||||||
14,230,000 | John Bean Technologies Corp. 0.250%, 05/15/26 | 13,311,596 | ||||||||
8,645,000 | Middleby Corp. 1.000%, 09/01/25 | 10,782,390 | ||||||||
20,125,000 | Southwest Airlines Company^ 1.250%, 05/01/25 | 25,445,446 | ||||||||
13,615,000 | Uber Technologies, Inc.^ 0.000%, 12/15/25 | 11,357,497 | ||||||||
|
| |||||||||
69,735,828 | ||||||||||
|
| |||||||||
Information Technology (3.7%) | ||||||||||
3,400,000 | Akamai Technologies, Inc. 0.375%, 09/01/27 | 3,526,174 | ||||||||
6,326,000 | Bill.com Holdings, Inc.*^ 0.000%, 04/01/27 | 5,174,478 | ||||||||
6,580,000 | CyberArk Software, Ltd.^ 0.000%, 11/15/24 | 7,109,756 | ||||||||
1,960,000 | Datadog, Inc. 0.125%, 06/15/25 | 2,588,474 | ||||||||
Enphase Energy, Inc. | ||||||||||
8,204,000 | 0.000%, 03/01/26 | 9,856,040 | ||||||||
4,990,000 | 0.000%, 03/01/28 | 6,214,247 | ||||||||
11,597,000 | Microchip Technology, Inc.^ 0.125%, 11/15/24 | 12,227,761 | ||||||||
2,235,000 | Nova, Ltd. 0.000%, 10/15/25 | 3,320,249 | ||||||||
12,675,000 | ON Semiconductor Corp.^ 0.000%, 05/01/27 | 17,705,454 | ||||||||
3,825,000 | Palo Alto Networks, Inc. 0.375%, 06/01/25 | 6,629,222 | ||||||||
4,450,000 | Perficient, Inc.* 0.125%, 11/15/26 | 3,866,961 | ||||||||
3,322,000 | Silicon Laboratories, Inc.^ 0.625%, 06/15/25 | 4,449,985 | ||||||||
4,725,000 | Tyler Technologies, Inc. 0.250%, 03/15/26 | 4,967,912 | ||||||||
2,255,000 | Workday, Inc. 0.250%, 10/01/22 | 2,455,131 | ||||||||
|
| |||||||||
90,091,844 | ||||||||||
|
| |||||||||
Materials (0.2%) | ||||||||||
2,843,000 | Lithium Americas Corp.* 1.750%, 01/15/27 | 2,481,797 | ||||||||
2,485,000 | MP Materials Corp.* 0.250%, 04/01/26 | 2,518,597 | ||||||||
|
| |||||||||
5,000,394 | ||||||||||
|
| |||||||||
Real Estate (0.4%) | ||||||||||
8,975,000 | Pebblebrook Hotel Trust 1.750%, 12/15/26 | 8,893,328 | ||||||||
|
|
See accompanying Notes to Schedule of Investments
1
Calamos Growth and Income Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
TOTAL CONVERTIBLE BONDS (Cost $348,620,413) | 380,743,904 | |||||||||
|
|
| ||||||||
NUMBER OF | VALUE | |||||||||
CONVERTIBLE PREFERRED STOCKS (6.5%) | ||||||||||
Communication Services (1.3%) | ||||||||||
25,725 | T-Mobile Exchangeable Trust* 5.250%, 06/01/23 | $ | 30,972,926 | |||||||
|
|
| ||||||||
Consumer Discretionary (0.6%) | ||||||||||
122,480 | Aptiv, PLC 5.500%, 06/15/23 | 14,853,150 | ||||||||
|
|
| ||||||||
Financials (0.6%) | ||||||||||
80,250 | AMG Capital Trust II 5.150%, 10/15/37 | 3,933,293 | ||||||||
154,380 | KKR & Company, Inc.^ 6.000%, 09/15/23 | 10,806,600 | ||||||||
|
|
| ||||||||
14,739,893 | ||||||||||
|
|
| ||||||||
Health Care (0.3%) | ||||||||||
68,325 | Boston Scientific Corp.^ 5.500%, 06/01/23 | 7,435,126 | ||||||||
|
|
| ||||||||
Information Technology (0.9%) | ||||||||||
12,805 | Broadcom, Inc. 8.000%, 09/30/22 | 21,484,229 | ||||||||
|
|
| ||||||||
Utilities (2.8%) | ||||||||||
131,150 | AES Corp.^ 6.875%, 02/15/24 | 11,903,174 | ||||||||
437,420 | American Electric Power Company, Inc.^ 6.125%, 08/15/23 | 24,180,578 | ||||||||
80,675 | CenterPoint Energy, Inc. (Warner Media, LLC, Charter Communications Time, Inc.)^§** 4.566%, 09/15/29 | 3,559,381 | ||||||||
328,535 | DTE Energy Company 6.250%, 11/01/22 | 16,962,262 | ||||||||
NextEra Energy, Inc. | ||||||||||
113,060 | 4.872%, 09/01/22 | 6,940,753 | ||||||||
88,405 | 6.219%, 09/01/23 | 4,674,856 | ||||||||
|
|
| ||||||||
68,221,004 | ||||||||||
|
|
| ||||||||
TOTAL CONVERTIBLE PREFERRED STOCKS (Cost $138,336,478) | 157,706,328 | |||||||||
|
|
| ||||||||
COMMON STOCKS (68.3%) | ||||||||||
Communication Services (5.9%) | ||||||||||
781,600 | Alphabet, Inc. - Class A#~ | 90,915,712 | ||||||||
321,635 | Comcast Corp. - Class A | 12,067,745 | ||||||||
139,280 | Meta Platforms, Inc. - Class A# | 22,159,448 | ||||||||
27,710 | Netflix, Inc.# | 6,231,979 | ||||||||
126,745 | Walt Disney Company# | 13,447,645 | ||||||||
|
|
| ||||||||
144,822,529 | ||||||||||
|
|
| ||||||||
Consumer Discretionary (7.4%) | ||||||||||
561,200 | Amazon.com, Inc.# | 75,733,940 | ||||||||
1,795 | Booking Holdings, Inc.# | 3,474,564 | ||||||||
50,445 | Home Depot, Inc. | 15,180,918 | ||||||||
33,625 | Lowes Companies, Inc. | 6,440,196 | ||||||||
47,685 | McDonalds Corp. | 12,558,798 |
NUMBER OF | VALUE | |||||||||
207,960 | MGM Resorts International | $ | 6,806,531 | |||||||
100,640 | NIKE, Inc. - Class B | 11,565,549 | ||||||||
66,830 | Starbucks Corp. | 5,665,847 | ||||||||
35,295 | Tesla, Inc.# | 31,463,728 | ||||||||
50,060 | TJX Companies, Inc. | 3,061,670 | ||||||||
21,935 | Ulta Beauty, Inc.# | 8,530,741 | ||||||||
|
|
| ||||||||
180,482,482 | ||||||||||
|
|
| ||||||||
Consumer Staples (5.2%) | ||||||||||
408,935 | Coca-Cola Company | 26,241,359 | ||||||||
23,370 | Costco Wholesale Corp. | 12,650,181 | ||||||||
29,190 | Estee Lauder Companies, Inc. - Class A | 7,971,789 | ||||||||
215,050 | Mondelez International, Inc. - Class A | 13,771,802 | ||||||||
98,075 | PepsiCo, Inc. | 17,159,202 | ||||||||
155,005 | Philip Morris International, Inc. | 15,058,736 | ||||||||
152,560 | Procter & Gamble Company | 21,192,110 | ||||||||
98,230 | Walmart, Inc. | 12,971,271 | ||||||||
|
|
| ||||||||
127,016,450 | ||||||||||
|
|
| ||||||||
Energy (3.8%) | ||||||||||
136,015 | Chevron Corp. | 22,276,537 | ||||||||
97,640 | ConocoPhillips | 9,513,065 | ||||||||
258,910 | Exxon Mobil Corp. | 25,096,146 | ||||||||
76,190 | Hess Corp. | 8,569,089 | ||||||||
111,565 | Marathon Petroleum Corp.~ | 10,226,048 | ||||||||
141,440 | Schlumberger, NV | 5,237,523 | ||||||||
140,095 | Sysco Corp. | 11,894,066 | ||||||||
|
|
| ||||||||
92,812,474 | ||||||||||
|
|
| ||||||||
Financials (7.7%) | ||||||||||
39,170 | American Express Company | 6,032,963 | ||||||||
99,710 | American International Group, Inc. | 5,161,987 | ||||||||
43,888 | Assurant, Inc. | 7,714,633 | ||||||||
478,735 | Bank of America Corp. | 16,186,030 | ||||||||
9,110 | BlackRock, Inc. | 6,096,230 | ||||||||
185,505 | Charles Schwab Corp. | 12,809,120 | ||||||||
76,160 | Chubb, Ltd. | 14,366,822 | ||||||||
106,880 | Citigroup, Inc. | 5,547,072 | ||||||||
84,145 | Discover Financial Services | 8,498,645 | ||||||||
21,995 | Goldman Sachs Group, Inc. | 7,332,913 | ||||||||
363,495 | Huntington Bancshares, Inc. | 4,830,849 | ||||||||
212,245 | JPMorgan Chase & Company | 24,484,583 | ||||||||
521,880 | KeyCorp | 9,550,404 | ||||||||
122,180 | Marsh & McLennan Companies, Inc. | 20,032,633 | ||||||||
236,405 | Morgan Stanley | 19,928,942 | ||||||||
37,360 | Northern Trust Corp. | 3,727,781 | ||||||||
320,775 | Wells Fargo & Company~ | 14,072,399 | ||||||||
|
|
| ||||||||
186,374,006 | ||||||||||
|
|
| ||||||||
Health Care (9.7%) | ||||||||||
162,065 | Abbott Laboratories~ | 17,639,155 | ||||||||
154,825 | AbbVie, Inc. | 22,218,936 | ||||||||
99,305 | Alcon, Inc. | 7,754,727 | ||||||||
208,251 | Avantor, Inc.# | 6,043,444 | ||||||||
197,855 | Bristol-Myers Squibb Company | 14,597,742 | ||||||||
68,650 | Danaher Corp. | 20,009,415 | ||||||||
34,505 | Elevance Health, Inc. | 16,462,335 | ||||||||
42,885 | Eli Lilly & Company | 14,138,756 | ||||||||
203,220 | Johnson & Johnson | 35,465,954 | ||||||||
318,945 | Pfizer, Inc. | 16,109,912 | ||||||||
17,665 | Stryker Corp. | 3,793,559 | ||||||||
17,705 | Thermo Fisher Scientific, Inc. | 10,594,849 |
See accompanying Notes to Schedule of Investments
2
Calamos Growth and Income Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
NUMBER OF | VALUE | |||||||||
92,715 | UnitedHealth Group, Inc. | $ | 50,283,053 | |||||||
|
|
| ||||||||
235,111,837 | ||||||||||
|
|
| ||||||||
Industrials (5.2%) | ||||||||||
813,840 | CSX Corp. | 26,311,447 | ||||||||
120,840 | Honeywell International, Inc. | 23,256,866 | ||||||||
87,210 | JB Hunt Transport Services, Inc. | 15,982,977 | ||||||||
36,270 | Northrop Grumman Corp. | 17,369,703 | ||||||||
353,765 | Raytheon Technologies Corp. | 32,974,436 | ||||||||
42,150 | Union Pacific Corp. | 9,580,695 | ||||||||
|
|
| ||||||||
125,476,124 | ||||||||||
|
|
| ||||||||
Information Technology (20.0%) | ||||||||||
57,015 | Accenture, PLC - Class A | 17,461,414 | ||||||||
18,515 | Adobe, Inc.# | 7,593,372 | ||||||||
37,580 | Advanced Micro Devices, Inc.# | 3,550,183 | ||||||||
982,945 | Apple, Inc. | 159,738,392 | ||||||||
185,485 | Cisco Systems, Inc. | 8,415,454 | ||||||||
100,905 | Fidelity National Information Services, Inc. | 10,308,455 | ||||||||
8,450 | Intuit, Inc. | 3,854,637 | ||||||||
29,800 | Lam Research Corp. | 14,915,198 | ||||||||
61,095 | Mastercard, Inc. - Class A | 21,614,800 | ||||||||
78,250 | Micron Technology, Inc. | 4,840,545 | ||||||||
486,955 | Microsoft Corp.~ | 136,707,747 | ||||||||
165,360 | NVIDIA Corp. | 30,034,337 | ||||||||
66,560 | Oracle Corp. | 5,181,030 | ||||||||
42,205 | QUALCOMM, Inc. | 6,122,257 | ||||||||
72,820 | salesforce, Inc.# | 13,400,336 | ||||||||
18,370 | ServiceNow, Inc.# | 8,205,144 | ||||||||
168,980 | Visa, Inc. - Class A | 35,842,348 | ||||||||
|
|
| ||||||||
487,785,649 | ||||||||||
|
|
| ||||||||
Materials (2.4%) | ||||||||||
67,965 | Celanese Corp. | 7,986,567 | ||||||||
98,030 | Eaton Corp., PLC | 9,069,735 | ||||||||
244,845 | Freeport-McMoRan, Inc. | 7,724,860 | ||||||||
90,600 | Linde, PLC | 27,361,200 | ||||||||
41,045 | PPG Industries, Inc. | 5,306,708 | ||||||||
|
|
| ||||||||
57,449,070 | ||||||||||
|
|
| ||||||||
Real Estate (1.0%) | ||||||||||
60,195 | American Tower Corp. | 16,302,612 | ||||||||
235,058 | Invitation Homes, Inc. | 9,174,313 | ||||||||
|
|
| ||||||||
25,476,925 | ||||||||||
|
|
| ||||||||
TOTAL COMMON STOCKS (Cost $816,444,648) | 1,662,807,546 | |||||||||
|
|
| ||||||||
PRINCIPAL | VALUE | |||||||||
U.S. GOVERNMENT AND AGENCY SECURITIES (2.0%) | ||||||||||
U.S. Treasury Note | ||||||||||
24,340,000 | 2.500%, 05/31/24^ | 24,156,975 | ||||||||
24,335,000 | 2.250%, 03/31/24 | 24,057,904 | ||||||||
|
|
| ||||||||
TOTAL U.S. GOVERNMENT AND AGENCY SECURITIES (Cost $48,575,803) | 48,214,879 | |||||||||
|
|
|
NUMBER OF | VALUE | |||||||
PURCHASED OPTIONS (0.3%) # | ||||||||
Consumer Discretionary (0.0%) | ||||||||
2,225 | Amazon.com, Inc. | |||||||
30,026,375 | Put, 09/16/22, Strike $100.00 | $ | 83,438 | |||||
162 | Tesla, Inc. | |||||||
14,441,490 | Call, 09/16/22, Strike $950.00 | 739,935 | ||||||
|
|
| ||||||
823,373 | ||||||||
|
|
| ||||||
Financials (0.1%) | ||||||||
Berkshire Hathaway, Inc. | ||||||||
1,100 | ||||||||
33,066,000 | Call, 11/18/22, Strike $310.00 | 1,168,750 | ||||||
760 | ||||||||
22,845,600 | Call, 09/16/22, Strike $340.00 | 25,080 | ||||||
|
|
| ||||||
1,193,830 | ||||||||
|
|
| ||||||
Information Technology (0.0%) | ||||||||
1,500 | Apple, Inc. | |||||||
24,376,500 | Put, 08/05/22, Strike $160.00 | 196,500 | ||||||
|
|
| ||||||
Other (0.2%) | ||||||||
1,200 | Invesco QQQ Trust Series | |||||||
37,855,200 | Put, 09/16/22, Strike $290.00 | 497,400 | ||||||
10,700 | iShares MSCI EAFE ETF | |||||||
70,320,400 | Call, 09/16/22, Strike $71.00 | 139,100 | ||||||
11,115 | iShares MSCI EAFE ETF | |||||||
73,047,780 | Call, 09/16/22, Strike $78.00 | 83,362 | ||||||
2,300 | iShares Russell 2000 ETF | |||||||
43,067,500 | Call, 12/16/22, Strike $180.00 | 3,759,350 | ||||||
3,065 | iShares Russell 2000 ETF | |||||||
57,392,125 | Call, 09/16/22, Strike $200.00 | 551,700 | ||||||
65 | S&P 500 Index | |||||||
26,846,885 | Put, 09/16/22, Strike $4,000.00 | 455,975 | ||||||
800 | Visa, Inc. | |||||||
16,968,800 | Put, 08/19/22, Strike $200.00 | 120,000 | ||||||
|
|
| ||||||
5,606,887 | ||||||||
|
|
| ||||||
TOTAL PURCHASED OPTIONS (Cost $20,427,853) | 7,820,590 | |||||||
|
|
| ||||||
NUMBER OF | VALUE | |||||||
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED (8.2%) |
| |||||||
67,983,365 | JPMorgan Prime Money Market Fund - Capital Class, 0.400%*** (Cost $67,983,365) | 67,983,365 | ||||||
132,382,677 | State Street Navigator Securities Lending Government Money Market Portfolio, 2.001% (Cost $132,382,677) | 132,382,677 | ||||||
|
|
| ||||||
TOTAL INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED (Cost $200,366,042) | 200,366,042 | |||||||
|
|
|
See accompanying Notes to Schedule of Investments
3
Calamos Growth and Income Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
VALUE | ||||||||
TOTAL INVESTMENTS (100.9%) (Cost $1,572,771,237) | $ | 2,457,659,289 | ||||||
|
| |||||||
PAYABLE UPON RETURN OF SECURITIES ON LOAN (-8.2%) | (200,366,042 | ) | ||||||
|
| |||||||
OTHER ASSETS, LESS LIABILITIES (7.3%) | 178,564,700 | |||||||
|
| |||||||
NET ASSETS (100.0%) | $ | 2,435,857,947 | ||||||
|
| |||||||
|
|
NOTES TO SCHEDULE OF INVESTMENTS
* | Securities issued and sold pursuant to a Rule 144A transaction are exempted from the registration requirement of the Securities Act of 1933, as amended. These securities may only be sold to qualified institutional buyers (QIBs), such as the Fund. Any resale of these securities must generally be effected through a sale that is registered under the Act or otherwise exempted from such registration requirements. |
^ | Security, or portion of security, is on loan. |
§ | Securities exchangeable or convertible into securities of one or more entities that are different than the issuer. Each entity is identified in the parenthetical. |
** | Step coupon security. Coupon changes periodically based upon a predetermined schedule. The rate shown is the rate in effect at July 31, 2022. |
# | Non-income producing security. |
~ | Security, or portion of security, is segregated as collateral (or collateral for potential future transactions) for written options. The aggregate value of such securities is $11,149,252. |
*** | The rate disclosed is the 7 day net yield as of July 31, 2022. |
| Represents investment of cash collateral received from securities on loan as of July 31, 2022. |
Note: The date on options represents the expiration date of the option contract. The option contract may be exercised at any date on or before the date shown.
See accompanying Notes to Schedule of Investments
4
Calamos Dividend Growth Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
NUMBER OF SHARES | VALUE | |||||||||
CONVERTIBLE PREFERRED STOCKS (0.9%) | ||||||||||
Consumer Discretionary (0.6%) | ||||||||||
935 | Aptiv, PLC^ 5.500%, 06/15/23 | $ | 113,387 | |||||||
|
|
| ||||||||
Health Care (0.3%) | ||||||||||
540 | Boston Scientific Corp.^ 5.500%, 06/01/23 | 58,763 | ||||||||
|
|
| ||||||||
TOTAL CONVERTIBLE PREFERRED STOCKS (Cost $237,162) | 172,150 | |||||||||
|
|
| ||||||||
COMMON STOCKS (94.1%) | ||||||||||
Communication Services (7.7%) | ||||||||||
6,200 | Alphabet, Inc. - Class C# | 723,168 | ||||||||
1,466 | AT&T, Inc. | 27,531 | ||||||||
3,390 | Comcast Corp. - Class A | 127,193 | ||||||||
485 | Live Nation Entertainment, Inc.# | 45,585 | ||||||||
1,145 | Meta Platforms, Inc. - Class A# | 182,169 | ||||||||
225 | Netflix, Inc.# | 50,603 | ||||||||
1,085 | T-Mobile US, Inc.# | 155,220 | ||||||||
935 | Walt Disney Company# | 99,204 | ||||||||
|
|
| ||||||||
1,410,673 | ||||||||||
|
|
| ||||||||
Consumer Discretionary (10.9%) | ||||||||||
4,500 | Amazon.com, Inc.# | 607,275 | ||||||||
55 | Booking Holdings, Inc.# | 106,463 | ||||||||
6,675 | Ford Motor Company | 98,056 | ||||||||
355 | Home Depot, Inc. | 106,834 | ||||||||
440 | Lowes Companies, Inc. | 84,273 | ||||||||
600 | McDonalds Corp. | 158,022 | ||||||||
2,905 | MGM Resorts International | 95,080 | ||||||||
1,340 | NIKE, Inc. - Class B | 153,993 | ||||||||
775 | Starbucks Corp. | 65,704 | ||||||||
380 | Tesla, Inc.# | 338,751 | ||||||||
1,130 | TJX Companies, Inc. | 69,111 | ||||||||
190 | Ulta Beauty, Inc.# | 73,893 | ||||||||
155 | Vail Resorts, Inc. | 36,755 | ||||||||
|
|
| ||||||||
1,994,210 | ||||||||||
|
|
| ||||||||
Consumer Staples (7.1%) | ||||||||||
3,305 | Coca-Cola Company | 212,082 | ||||||||
205 | Costco Wholesale Corp. | 110,966 | ||||||||
225 | Estee Lauder Companies, Inc. - Class A | 61,448 | ||||||||
1,615 | Mondelez International, Inc. - Class A | 103,425 | ||||||||
1,085 | PepsiCo, Inc. | 189,832 | ||||||||
1,520 | Philip Morris International, Inc. | 147,668 | ||||||||
1,190 | Procter & Gamble Company | 165,303 | ||||||||
2,175 | Sysco Corp. | 184,657 | ||||||||
940 | Walmart, Inc. | 124,127 | ||||||||
|
|
| ||||||||
1,299,508 | ||||||||||
|
|
| ||||||||
Energy (4.9%) | ||||||||||
920 | Chevron Corp. | 150,677 | ||||||||
1,690 | ConocoPhillips | 164,657 | ||||||||
2,680 | Exxon Mobil Corp. | 259,772 | ||||||||
695 | Hess Corp. | 78,167 | ||||||||
1,335 | Marathon Petroleum Corp. | 122,366 |
NUMBER OF SHARES | VALUE | |||||||||
325 | Pioneer Natural Resources Company | $ | 77,009 | |||||||
1,070 | Schlumberger, NV | 39,622 | ||||||||
|
|
| ||||||||
892,270 | ||||||||||
|
|
| ||||||||
Financials (9.8%) | ||||||||||
690 | American Express Company | 106,274 | ||||||||
360 | American International Group, Inc. | 18,637 | ||||||||
655 | Assurant, Inc. | 115,136 | ||||||||
3,980 | Bank of America Corp. | 134,564 | ||||||||
175 | Berkshire Hathaway, Inc. - Class B# | 52,605 | ||||||||
70 | BlackRock, Inc. | 46,843 | ||||||||
1,810 | Charles Schwab Corp. | 124,980 | ||||||||
735 | Chubb, Ltd. | 138,650 | ||||||||
1,085 | Citigroup, Inc. | 56,312 | ||||||||
750 | Discover Financial Services | 75,750 | ||||||||
215 | Goldman Sachs Group, Inc. | 71,679 | ||||||||
4,735 | Huntington Bancshares, Inc. | 62,928 | ||||||||
1,750 | JPMorgan Chase & Company | 201,880 | ||||||||
3,580 | KeyCorp | 65,514 | ||||||||
850 | Marsh & McLennan Companies, Inc. | 139,366 | ||||||||
1,995 | Morgan Stanley | 168,178 | ||||||||
460 | Northern Trust Corp. | 45,899 | ||||||||
3,840 | Wells Fargo & Company | 168,461 | ||||||||
|
|
| ||||||||
1,793,656 | ||||||||||
|
|
| ||||||||
Health Care (14.1%) | ||||||||||
1,955 | Abbott Laboratories | 212,782 | ||||||||
1,795 | AbbVie, Inc. | 257,600 | ||||||||
740 | Alcon, Inc. | 57,787 | ||||||||
1,474 | Avantor Funding, Inc.# | 42,775 | ||||||||
2,880 | Bristol-Myers Squibb Company | 212,486 | ||||||||
580 | Danaher Corp. | 169,053 | ||||||||
240 | Dexcom, Inc.# | 19,699 | ||||||||
335 | Elevance Health, Inc. | 159,829 | ||||||||
675 | Eli Lilly & Company | 222,541 | ||||||||
1,910 | Johnson & Johnson | 333,333 | ||||||||
730 | Medtronic, PLC | 67,540 | ||||||||
4,545 | Pfizer, Inc. | 229,568 | ||||||||
245 | Stryker Corp. | 52,614 | ||||||||
200 | Thermo Fisher Scientific, Inc. | 119,682 | ||||||||
775 | UnitedHealth Group, Inc. | 420,313 | ||||||||
|
|
| ||||||||
2,577,602 | ||||||||||
|
|
| ||||||||
Industrials (6.5%) | ||||||||||
6,895 | CSX Corp. | 222,915 | ||||||||
840 | Fortive Corp. | 54,138 | ||||||||
900 | Honeywell International, Inc. | 173,214 | ||||||||
615 | JB Hunt Transport Services, Inc. | 112,711 | ||||||||
255 | John Bean Technologies Corp. | 28,639 | ||||||||
270 | Northrop Grumman Corp. | 129,303 | ||||||||
2,490 | Raytheon Technologies Corp. | 232,093 | ||||||||
4,080 | Southwest Airlines Company# | 155,530 | ||||||||
395 | Union Pacific Corp. | 89,783 | ||||||||
|
|
| ||||||||
1,198,326 | ||||||||||
|
|
| ||||||||
Information Technology (27.4%) | ||||||||||
660 | Accenture, PLC - Class A | 202,132 | ||||||||
135 | Adobe, Inc.# | 55,366 | ||||||||
8,615 | Apple, Inc. | 1,400,024 | ||||||||
615 | Applied Materials, Inc. | 65,178 | ||||||||
440 | Broadcom, Inc. | 235,611 |
See accompanying Notes to Schedule of Investments
1
Calamos Dividend Growth Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
NUMBER OF | VALUE | |||||||||
2,235 | Cisco Systems, Inc. | $ | 101,402 | |||||||
115 | Enphase Energy, Inc.# | 32,681 | ||||||||
875 | Fidelity National Information Services, Inc. | 89,390 | ||||||||
1,100 | Intel Corp. | 39,941 | ||||||||
350 | Intuit, Inc. | 159,659 | ||||||||
160 | Lam Research Corp. | 80,082 | ||||||||
605 | Mastercard, Inc. - Class A | 214,043 | ||||||||
1,125 | Microchip Technology, Inc. | 77,467 | ||||||||
530 | Micron Technology, Inc. | 32,786 | ||||||||
4,340 | Microsoft Corp. | 1,218,412 | ||||||||
1,365 | NVIDIA Corp. | 247,925 | ||||||||
1,780 | Oracle Corp. | 138,555 | ||||||||
85 | Palo Alto Networks, Inc.# | 42,424 | ||||||||
440 | QUALCOMM, Inc. | 63,826 | ||||||||
675 | salesforce, Inc.# | 124,213 | ||||||||
130 | ServiceNow, Inc.# | 58,066 | ||||||||
550 | Texas Instruments, Inc. | 98,389 | ||||||||
1,145 | Visa, Inc. - Class A | 242,866 | ||||||||
|
|
| ||||||||
5,020,438 | ||||||||||
|
|
| ||||||||
Materials (2.2%) | ||||||||||
725 | Celanese Corp. | 85,195 | ||||||||
2,140 | Freeport-McMoRan, Inc. | 67,517 | ||||||||
660 | Linde, PLC | 199,320 | ||||||||
300 | PPG Industries, Inc. | 38,787 | ||||||||
75 | Sherwin-Williams Company | 18,145 | ||||||||
|
|
| ||||||||
408,964 | ||||||||||
|
|
| ||||||||
Real Estate (0.7%) | ||||||||||
370 | American Tower Corp. | 100,207 | ||||||||
720 | Invitation Homes, Inc. | 28,102 | ||||||||
|
|
| ||||||||
128,309 | ||||||||||
|
|
| ||||||||
Utilities (2.8%) | ||||||||||
5,750 | AES Corp. | 127,765 | ||||||||
1,850 | American Electric Power Company, Inc. | 182,336 | ||||||||
945 | DTE Energy Company | 123,134 | ||||||||
1,000 | NextEra Energy, Inc. | 84,490 | ||||||||
|
|
| ||||||||
517,725 | ||||||||||
|
|
| ||||||||
TOTAL COMMON STOCKS (Cost $11,275,012) | 17,241,681 | |||||||||
|
|
| ||||||||
EXCHANGE-TRADED FUNDS (1.5%) | ||||||||||
Other (1.5%) | ||||||||||
570 | iShares Biotechnology ETF | 70,725 | ||||||||
1,095 | iShares Russell 2000 ETF^ | 205,039 | ||||||||
|
|
| ||||||||
TOTAL EXCHANGE-TRADED FUNDS (Cost $290,591) | 275,764 | |||||||||
|
|
|
NUMBER OF SHARES/ PRINCIPAL AMOUNT | VALUE | |||||||
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED (1.8%) | ||||||||
335,374 | State Street Navigator Securities Lending Government Money Market Portfolio, 2.001% (Cost $335,374) | $ | 335,374 | |||||
|
|
| ||||||
TOTAL INVESTMENTS (98.3%) (Cost $12,138,139) | 18,024,969 | |||||||
|
|
| ||||||
PAYABLE UPON RETURN OF SECURITIES ON LOAN (-1.8%) | (335,374 | ) | ||||||
OTHER ASSETS, LESS LIABILITIES (3.5%) | 644,179 | |||||||
|
|
| ||||||
NET ASSETS (100.0%) | $ | 18,333,774 | ||||||
|
|
|
NOTES TO SCHEDULE OF INVESTMENTS
^ | Security, or portion of security, is on loan. |
# | Non-income producing security. |
| Represents investment of cash collateral received from securities on loan as of July 31, 2022. |
See accompanying Notes to Schedule of Investments
2
Calamos Select Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
NUMBER OF SHARES | VALUE | |||||||||
COMMON STOCKS (98.0%) | ||||||||||
Communication Services (9.4%) | ||||||||||
15,000 | Alphabet, Inc. - Class A# | $ | 1,744,800 | |||||||
3,471 | Meta Platforms, Inc. - Class A# | 552,236 | ||||||||
4,784 | T-Mobile US, Inc.# | 684,399 | ||||||||
9,841 | Verizon Communications, Inc. | 454,556 | ||||||||
6,139 | Walt Disney Company# | 651,348 | ||||||||
|
|
| ||||||||
4,087,339 | ||||||||||
|
|
| ||||||||
Consumer Discretionary (10.6%) | ||||||||||
13,040 | Amazon.com, Inc.# | 1,759,748 | ||||||||
3,172 | Aptiv, PLC# | 332,711 | ||||||||
1,206 | Lululemon Athletica, Inc.# | 374,475 | ||||||||
4,900 | NIKE, Inc. - Class B | 563,108 | ||||||||
4,333 | Starbucks Corp. | 367,352 | ||||||||
903 | Tesla, Inc.# | 804,979 | ||||||||
6,286 | TJX Companies, Inc. | 384,452 | ||||||||
|
|
| ||||||||
4,586,825 | ||||||||||
|
|
| ||||||||
Consumer Staples (8.0%) | ||||||||||
10,971 | Coca-Cola Company | 704,009 | ||||||||
2,806 | Constellation Brands, Inc. - Class A | 691,146 | ||||||||
1,757 | Estee Lauder Companies, Inc. - Class A | 479,837 | ||||||||
10,867 | Mondelez International, Inc. - Class A | 695,923 | ||||||||
6,791 | Walmart, Inc. | 896,751 | ||||||||
|
|
| ||||||||
3,467,666 | ||||||||||
|
|
| ||||||||
Energy (6.1%) | ||||||||||
7,824 | Chevron Corp. | 1,281,415 | ||||||||
5,604 | Hess Corp. | 630,282 | ||||||||
8,508 | Sysco Corp. | 722,329 | ||||||||
|
|
| ||||||||
2,634,026 | ||||||||||
|
|
| ||||||||
Financials (9.8%) | ||||||||||
4,715 | American Express Company | 726,204 | ||||||||
17,705 | Bank of America Corp. | 598,606 | ||||||||
2,111 | Chubb, Ltd. | 398,219 | ||||||||
2,209 | Goldman Sachs Group, Inc. | 736,458 | ||||||||
31,682 | Huntington Bancshares, Inc. | 421,054 | ||||||||
4,232 | Marsh & McLennan Companies, Inc. | 693,879 | ||||||||
15,502 | Wells Fargo & Company | 680,073 | ||||||||
|
|
| ||||||||
4,254,493 | ||||||||||
|
|
| ||||||||
Health Care (15.6%) | ||||||||||
11,247 | Boston Scientific Corp.# | 461,689 | ||||||||
11,897 | Bristol-Myers Squibb Company | 877,761 | ||||||||
3,614 | Danaher Corp. | 1,053,373 | ||||||||
3,280 | Dexcom, Inc.# | 269,222 | ||||||||
4,187 | Edwards Lifesciences Corp.# | 420,961 | ||||||||
3,821 | Eli Lilly & Company | 1,259,745 | ||||||||
1,865 | IQVIA Holdings, Inc.# | 448,104 | ||||||||
3,682 | Jazz Pharmaceuticals, PLC# | 574,613 | ||||||||
2,609 | UnitedHealth Group, Inc. | 1,414,965 | ||||||||
|
|
| ||||||||
6,780,433 | ||||||||||
|
|
| ||||||||
Industrials (10.3%) | ||||||||||
11,637 | Air Lease Corp. - Class A | 431,849 | ||||||||
21,934 | CSX Corp. | 709,126 | ||||||||
2,809 | Honeywell International, Inc. | 540,620 |
NUMBER OF SHARES | VALUE | |||||||||
6,693 | Raytheon Technologies Corp. | $ | 623,855 | |||||||
12,598 | Southwest Airlines Company# | 480,236 | ||||||||
18,332 | Uber Technologies, Inc.# | 429,885 | ||||||||
1,858 | Union Pacific Corp. | 422,323 | ||||||||
5,105 | Waste Management, Inc. | 840,079 | ||||||||
|
|
| ||||||||
4,477,973 | ||||||||||
|
|
| ||||||||
Information Technology (23.2%) | ||||||||||
1,377 | Accenture, PLC - Class A | 421,720 | ||||||||
19,107 | Apple, Inc. | 3,105,079 | ||||||||
3,000 | Block, Inc.# | 228,180 | ||||||||
765 | Broadcom, Inc. | 409,642 | ||||||||
5,622 | Micron Technology, Inc. | 347,777 | ||||||||
9,580 | Microsoft Corp. | 2,689,489 | ||||||||
3,220 | NVIDIA Corp. | 584,849 | ||||||||
1,211 | Paycom Software, Inc.# | 400,223 | ||||||||
3,421 | Salesforce, Inc.# | 629,532 | ||||||||
1,680 | Snowflake, Inc. - Class A# | 251,849 | ||||||||
4,819 | Visa, Inc. - Class A | 1,022,158 | ||||||||
|
|
| ||||||||
10,090,498 | ||||||||||
|
|
| ||||||||
Materials (2.3%) | ||||||||||
3,009 | Celanese Corp. | 353,587 | ||||||||
2,214 | Linde, PLC | 668,628 | ||||||||
|
|
| ||||||||
1,022,215 | ||||||||||
|
|
| ||||||||
Utilities (2.7%) | ||||||||||
6,049 | Dominion Energy, Inc. | 495,897 | ||||||||
8,038 | NextEra Energy, Inc. | 679,131 | ||||||||
|
|
| ||||||||
1,175,028 | ||||||||||
|
|
| ||||||||
TOTAL COMMON STOCKS (Cost $33,162,879) | 42,576,496 | |||||||||
|
|
| ||||||||
| TOTAL INVESTMENTS (98.0%) (Cost $33,162,879) | 42,576,496 | ||||||||
|
|
| ||||||||
OTHER ASSETS, LESS LIABILITIES (2.0%) | 890,400 | |||||||||
|
|
| ||||||||
NET ASSETS (100.0%) | $ | 43,466,896 | ||||||||
|
|
|
NOTES TO SCHEDULE OF INVESTMENTS
# | Non-income producing security. |
See accompanying Notes to Schedule of Investments
1
Calamos International Growth Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
NUMBER OF SHARES | VALUE | |||||||||
COMMON STOCKS (95.2%) | ||||||||||
Communication Services (3.0%) | ||||||||||
104,000 | HKD | Baidu, Inc. - Class A# | $ | 1,797,577 | ||||||
1,065,000 | SGD | Singapore Telecommunications, Ltd. | 2,013,993 | |||||||
53,700 | HKD | Tencent Holdings, Ltd. | 2,075,441 | |||||||
|
|
| ||||||||
5,887,011 | ||||||||||
|
|
| ||||||||
Consumer Discretionary (15.0%) | ||||||||||
97,000 | HKD | Alibaba Group Holding, Ltd.# | 1,090,616 | |||||||
18,207 | Alibaba Group Holding, Ltd.#~ | 1,627,160 | ||||||||
20,225 | Aptiv, PLC#~ | 2,121,400 | ||||||||
820 | Booking Holdings, Inc.# | 1,587,266 | ||||||||
28,000 | CNY | BYD Company, Ltd. - Class A | 1,338,284 | |||||||
77,200 | GBP | Compass Group, PLC | 1,809,293 | |||||||
62,109 | HKD | JD.com, Inc. - Class A | 1,852,870 | |||||||
170,000 | HKD | Li Ning Company, Ltd. | 1,378,977 | |||||||
5,250 | Lululemon Athletica, Inc.# | 1,630,177 | ||||||||
8,625 | EUR | LVMH Moet Hennessy Louis Vuitton, SE | 5,988,803 | |||||||
61,000 | HKD | Meituan - Class B#* | 1,368,434 | |||||||
7,200 | JPY | Oriental Land Company, Ltd. | 1,093,167 | |||||||
30,300 | EUR | Prosus, NV# | 1,976,620 | |||||||
631,200 | HKD | Sands China, Ltd.# | 1,480,505 | |||||||
42,400 | JPY | Sony Group Corp. | 3,596,703 | |||||||
|
|
| ||||||||
29,940,275 | ||||||||||
|
|
| ||||||||
Consumer Staples (4.9%) | ||||||||||
68,200 | GBP | British American Tobacco, PLC | 2,672,324 | |||||||
47,300 | GBP | Diageo, PLC | 2,240,689 | |||||||
18,500 | CHF | Nestle, SA | 2,266,755 | |||||||
65,200 | JPY | Seven & i Holdings Company, Ltd. | 2,657,565 | |||||||
|
|
| ||||||||
9,837,333 | ||||||||||
|
|
| ||||||||
Energy (6.6%) | ||||||||||
76,600 | CAD | Canadian Natural Resources, Ltd. | 4,229,734 | |||||||
66,400 | NOK | Equinor, ASA | 2,556,658 | |||||||
315,000 | AUD | New Hope Corp., Ltd. | 975,895 | |||||||
101,900 | Schlumberger, NV | 3,773,357 | ||||||||
48,100 | CAD | Suncor Energy, Inc. | 1,632,444 | |||||||
|
|
| ||||||||
13,168,088 | ||||||||||
|
|
| ||||||||
Financials (13.6%) | ||||||||||
550,200 | HKD | AIA Group, Ltd. | 5,527,663 | |||||||
1,830,000 | IDR | Bank Mandiri Persero, Tbk PT | 1,024,358 | |||||||
255,000 | EUR | Bank of Ireland Group, PLC | 1,460,578 | |||||||
15,450 | CAD | Bank of Montreal^ | 1,540,234 | |||||||
72,200 | SGD | DBS Group Holdings, Ltd. | 1,647,485 | |||||||
130,400 | INR | HDFC Bank, Ltd. | 2,384,895 | |||||||
144,800 | EUR | ING Groep, NV | 1,406,562 | |||||||
335,200 | Itau Unibanco Holding, SA | 1,508,400 | ||||||||
4,036,900 | GBP | Lloyds Banking Group, PLC | 2,235,062 | |||||||
908,300 | GBP | Man Group, PLC | 3,021,679 | |||||||
265,000 | HKD | Ping An Insurance Group Co-H | 1,557,415 | |||||||
237,100 | UBS Group, AG#^ | 3,850,504 | ||||||||
|
|
| ||||||||
27,164,835 | ||||||||||
|
|
| ||||||||
Health Care (15.9%) | ||||||||||
64,832 | Alcon, Inc.~ | 5,062,731 | ||||||||
34,400 | GBP | AstraZeneca, PLC | 4,525,018 | |||||||
12,325 | AUD | CSL, Ltd. | 2,509,579 | |||||||
9,300 | Galapagos, NV#^ | 473,463 |
NUMBER OF SHARES | VALUE | |||||||||
2,900 | DKK | Genmab, A/S# | $ | 1,031,878 | ||||||
2,850 | CHF | Lonza Group, AG | 1,732,091 | |||||||
77,093 | DKK | Novo Nordisk, A/S - Class B | 8,979,311 | |||||||
71,000 | JPY | OLYMPUS Corp. | 1,519,553 | |||||||
40,968 | EUR | Sanofi | 4,071,134 | |||||||
184,500 | HKD | Wuxi Biologics Cayman, Inc.#* | 1,766,055 | |||||||
|
|
| ||||||||
31,670,813 | ||||||||||
|
|
| ||||||||
Industrials (12.9%) | ||||||||||
40,250 | EUR | Airbus, SE | 4,339,823 | |||||||
17,900 | EUR | Alfen Beheer, BV#* | 2,089,614 | |||||||
101,460 | SEK | Atlas Copco, AB - Class A | 1,186,002 | |||||||
30,650 | CAD | Canadian Pacific Railway, Ltd. | 2,416,720 | |||||||
202,000 | EUR | Leonardo S.p.A | 1,892,053 | |||||||
12,200 | EUR | Rheinmetall, AG | 2,237,200 | |||||||
91,400 | SEK | Sandvik, AB | 1,684,153 | |||||||
12,675 | EUR | Schneider Electric, SE | 1,753,001 | |||||||
290,000 | SGD | Singapore Airlines, Ltd.#^ | 1,147,283 | |||||||
33,500 | EUR | Thales, SA | 4,166,047 | |||||||
27,950 | EUR | Vinci, SA | 2,679,252 | |||||||
|
|
| ||||||||
25,591,148 | ||||||||||
|
|
| ||||||||
Information Technology (16.6%) | ||||||||||
1,505 | EUR | Adyen, NV#* | 2,707,152 | |||||||
27,200 | EUR | Amadeus IT Group, SA# | 1,586,037 | |||||||
15,485 | EUR | ASML Holding, NV | 8,900,126 | |||||||
18,300 | CyberArk Software, Ltd.# | 2,381,379 | ||||||||
235,000 | TWD | E Ink Holdings, Inc. | 1,546,015 | |||||||
7,700 | JPY | Keyence Corp. | 3,051,834 | |||||||
615,000 | HKD | Kingdee International Software Group Company, Ltd.# | 1,327,860 | |||||||
473,000 | TWD | Taiwan Semiconductor Manufacturing Company, Ltd. | 8,111,744 | |||||||
22,250 | Taiwan Semiconductor Manufacturing Company, Ltd. (ADR) | 1,968,680 | ||||||||
309,000 | BRL | TOTVS, SA | 1,574,830 | |||||||
|
|
| ||||||||
33,155,657 | ||||||||||
|
|
| ||||||||
Materials (4.7%) | ||||||||||
98,000 | CAD | Barrick Gold Corp. | 1,544,368 | |||||||
1,480,000 | AED | Fertiglobe, PLC | 1,933,006 | |||||||
373,200 | GBP | Glencore, PLC# | 2,115,185 | |||||||
26,600 | AUD | Rio Tinto, Ltd. | 1,842,969 | |||||||
62,000 | Teck Resources, Ltd. - Class B | 1,822,180 | ||||||||
|
|
| ||||||||
9,257,708 | ||||||||||
|
|
| ||||||||
Special Purpose Acquisition Company (2.0%) |
| |||||||||
151,400 | EUR | Shell, PLC | 4,034,983 | |||||||
|
|
| ||||||||
TOTAL COMMON STOCKS (Cost $171,904,880) | 189,707,851 | |||||||||
|
|
| ||||||||
NUMBER OF | VALUE | |||||||||
PURCHASED OPTIONS (0.8%) # | ||||||||||
Consumer Discretionary (0.0%) | ||||||||||
215 | Aptiv, PLC | |||||||||
2,255,135 | Put, 08/19/22, Strike $87.50 | $ | 11,288 |
See accompanying Notes to Schedule of Investments
1
Calamos International Growth Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
NUMBER OF CONTRACTS/ | VALUE | |||||||
11 | Booking Holdings, Inc. | |||||||
2,129,259 | Put, 08/19/22, Strike $1,700.00 | $ | 21,835 | |||||
|
|
| ||||||
33,123 | ||||||||
|
|
| ||||||
Energy (0.2%) | ||||||||
790 | Canadian Natural Resources, Ltd. | |||||||
4,360,800 | Call, 01/20/23, Strike $60.00 | 327,850 | ||||||
|
|
| ||||||
Information Technology (0.2%) | ||||||||
1,195 | Taiwan Semiconductor | |||||||
10,573,360 | Manufacturing Company, Ltd. | |||||||
Put, 10/21/22, Strike $80.00 | 311,895 | |||||||
|
|
| ||||||
Other (0.3%) | ||||||||
6,340 | iShares China Large-Cap ETF | |||||||
19,260,920 | Put, 10/21/22, Strike $28.00 | 516,710 | ||||||
|
|
| ||||||
Special Purpose Acquisition Company (0.1%) | ||||||||
775 | Shell, PLC | |||||||
4,136,950 | Call, 01/20/23, Strike $55.00 | 294,500 | ||||||
|
|
| ||||||
TOTAL PURCHASED OPTIONS | 1,484,078 | |||||||
|
|
| ||||||
NUMBER OF SHARES/ | VALUE | |||||||
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED (0.8%) | ||||||||
1,626,172 | State Street Navigator Securities Lending Government Money Market Portfolio, 2.001% | 1,626,172 | ||||||
|
|
| ||||||
TOTAL INVESTMENTS (96.8%) (Cost $175,641,796) | 192,818,101 | |||||||
|
|
| ||||||
PAYABLE UPON RETURN OF SECURITIES ON LOAN (-0.8%) | (1,626,172 | ) | ||||||
|
|
| ||||||
OTHER ASSETS, LESS LIABILITIES (4.0%) | 8,015,636 | |||||||
|
|
| ||||||
NET ASSETS (100.0%) | $ | 199,207,565 | ||||||
|
|
|
FORWARD FOREIGN CURRENCY CONTRACTS
COUNTERPARTY | LONG | SETTLEMENT DATE | LOCAL CURRENCY | CURRENT VALUE | UNREALIZED GAIN/LOSS | |||||||||||||
JPMorgan Chase Bank N.A. | British Pound Sterling | 09/29/22 | 3,181,000 | $ | 3,878,967 | $ | 58,605 | |||||||||||
|
| |||||||||||||||||
$ | 58,605 | |||||||||||||||||
|
|
NOTES TO SCHEDULE OF INVESTMENTS
# | Non-income producing security. |
~ | Security, or portion of security, is segregated as collateral (or collateral for potential future transactions) for written options. The aggregate value of such securities is $2,586,045. |
* | Securities issued and sold pursuant to a Rule 144A transaction are exempted from the registration requirement of the Securities Act of 1933, as amended. These securities may only be sold to qualified institutional buyers (QIBs), such as the Fund. Any resale of these securities must generally be effected through a sale that is registered under the Act or otherwise exempted from such registration requirements. |
^ | Security, or portion of security, is on loan. |
| Represents investment of cash collateral received from securities on loan as of July 31, 2022. |
FOREIGN CURRENCY ABBREVIATIONS
AED | UAE Dirham | |
AUD | Australian Dollar | |
BRL | Brazilian Real | |
CAD | Canadian Dollar | |
CHF | Swiss Franc | |
CNY | Chinese Yuan Renminbi | |
DKK | Danish Krone | |
EUR | European Monetary Unit | |
GBP | British Pound Sterling | |
HKD | Hong Kong Dollar | |
IDR | Indonesian Rupiah | |
INR | Indian Rupee | |
JPY | Japanese Yen | |
NOK | Norwegian Krone | |
SEK | Swedish Krona | |
SGD | Singapore Dollar | |
TWD | New Taiwan Dollar |
Note: Value for securities denominated in foreign currencies is shown in U.S. dollars. The date on options represents the expiration date of the option contract. The option contract may be exercised at any date on or before the date shown.
See accompanying Notes to Schedule of Investments
2
Calamos International Growth Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
CURRENCY EXPOSURE JULY 31, 2022
Value | % of Total Investments | |||||||
European Monetary Unit | $ | 51,288,985 | 26.6 | % | ||||
US Dollar | 30,916,947 | 16.0 | % | |||||
Hong Kong Dollar | 21,223,413 | 11.0 | % | |||||
British Pound Sterling | 18,619,250 | 9.7 | % | |||||
Japanese Yen | 11,918,822 | 6.2 | % | |||||
Canadian Dollar | 11,363,500 | 5.9 | % | |||||
Danish Krone | 10,011,189 | 5.2 | % | |||||
New Taiwan Dollar | 9,657,759 | 5.0 | % | |||||
Australian Dollar | 5,328,443 | 2.8 | % | |||||
Singapore Dollar | 4,808,761 | 2.5 | % | |||||
Swiss Franc | 3,998,846 | 2.1 | % | |||||
Swedish Krona | 2,870,155 | 1.5 | % | |||||
Norwegian Krone | 2,556,658 | 1.3 | % | |||||
Indian Rupee | 2,384,895 | 1.2 | % | |||||
UAE Dirham | 1,933,006 | 1.0 | % | |||||
Brazilian Real | 1,574,830 | 0.8 | % | |||||
Chinese Yuan Renminbi | 1,338,284 | 0.7 | % | |||||
Indonesian Rupiah | 1,024,358 | 0.5 | % | |||||
|
|
|
| |||||
Total Investments | $ | 192,818,101 | 100.0 | % |
Currency exposure may vary over time.
See accompanying Notes to Schedule of Investments
3
Calamos Evolving World Growth Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
PRINCIPAL AMOUNT | VALUE | |||||||||
CONVERTIBLE BONDS (9.0%) | ||||||||||
Consumer Discretionary (1.1%) | ||||||||||
3,700,000 | Bosideng International Holdings, Ltd. 1.000%, 12/17/24 | $ | 4,167,939 | |||||||
|
|
| ||||||||
Financials (2.0%) | ||||||||||
63,000,000 | HKD | Citigroup Global Markets Funding Luxembourg SCA 0.000%, 07/25/24 | 7,742,036 | |||||||
|
|
| ||||||||
Industrials (1.1%) | ||||||||||
5,750,000 | SGD | Singapore Airlines, Ltd. 1.625%, 12/03/25 | 4,426,509 | |||||||
|
|
| ||||||||
Information Technology (2.1%) | ||||||||||
3,441,000 | Enphase Energy, Inc. 0.000%, 03/01/26 | 4,133,914 | ||||||||
30,000,000 | HKD | Kingsoft Corp, Ltd. 0.625%, 04/29/25 | 4,058,689 | |||||||
|
|
| ||||||||
8,192,603 | ||||||||||
|
|
| ||||||||
Materials (2.0%) | ||||||||||
7,600,000 | Glencore Funding, LLC 0.000%, 03/27/25 | 8,034,568 | ||||||||
|
|
| ||||||||
Real Estate (0.7%) | ||||||||||
2,600,000 | EUR | ANLLIAN Capital, Ltd. 0.000%, 02/05/25 | 2,900,050 | |||||||
|
|
| ||||||||
TOTAL CONVERTIBLE BONDS (Cost $36,886,287) | 35,463,705 | |||||||||
|
|
| ||||||||
NUMBER OF | VALUE | |||||||||
COMMON STOCKS (88.3%) | ||||||||||
Communication Services (5.5%) | ||||||||||
27,170 | Baidu, Inc. (ADR)# | 3,710,607 | ||||||||
214,000 | HKD | Baidu, Inc. - Class A# | 3,698,861 | |||||||
375,300 | HKD | Tencent Holdings, Ltd. | 14,504,899 | |||||||
|
|
| ||||||||
21,914,367 | ||||||||||
|
|
| ||||||||
Consumer Discretionary (18.6%) | ||||||||||
678,400 | HKD | Alibaba Group Holding, Ltd.# | 7,627,569 | |||||||
29,635 | Alibaba Group Holding, Ltd. (ADR)# | 2,648,480 | ||||||||
434,871 | Arcos Dorados Holdings, Inc. - Class A~ | 3,157,163 | ||||||||
95,566 | CNY | BYD Company, Ltd. - Class A | 4,567,658 | |||||||
92,801 | CNY | China Tourism Group Duty Free Corp., Ltd. - Class A | 2,898,640 | |||||||
1,882,000 | HKD | Geely Automobile Holdings, Ltd. | 3,731,806 | |||||||
503,381 | CNY | Haier Smart Home Company, Ltd. - Class A | 1,854,798 | |||||||
1,021,000 | INR | Indian Hotels Company, Ltd. - Class A | 3,399,809 | |||||||
244,821 | HKD | JD.com, Inc. - Class A | 7,303,633 | |||||||
1,316,000 | HKD | Jiumaojiu International Holdings, Ltd.* | 2,863,459 | |||||||
348,600 | HKD | Li Ning Company, Ltd. | 2,827,715 | |||||||
290,900 | INR | Mahindra & Mahindra, Ltd. | 4,285,596 |
NUMBER OF SHARES | VALUE | |||||||||
279,700 | HKD | Meituan - Class B#* | $ | 6,274,608 | ||||||
3,100,250 | THB | Minor International PCL# | 2,821,472 | |||||||
44,000 | New Oriental Education & Technology Group, Inc. (ADR)# | 1,206,040 | ||||||||
1,640 | INR | Page Industries, Ltd. | 1,011,235 | |||||||
47,000 | EUR | Prosus, NV | 3,066,044 | |||||||
2,536,200 | HKD | Samsonite International, SA#* | 5,319,952 | |||||||
1,536,800 | HKD | Sands China, Ltd.# | 3,604,626 | |||||||
64,200 | HKD | Yum China Holdings, Inc. | 3,005,848 | |||||||
|
|
| ||||||||
73,476,151 | ||||||||||
|
|
| ||||||||
Consumer Staples (6.4%) | ||||||||||
20,500 | INR | Britannia Industries, Ltd. | 1,009,176 | |||||||
30,200 | INR | Hindustan Unilever, Ltd. | 1,006,725 | |||||||
405,100 | BRL | Hypera, SA | 3,334,533 | |||||||
11,000 | CNY | Kweichow Moutai Company, Ltd. - Class A | 3,099,263 | |||||||
133,700 | CNY | Proya Cosmetics Company, Ltd. - Class A | 3,499,657 | |||||||
1,016,000 | HKD | Smoore International Holdings, Ltd.* | 2,346,375 | |||||||
7,800,000 | IDR | Sumber Alfaria Trijaya Tbk PT | 987,452 | |||||||
582,000 | INR | Varun Beverages, Ltd. | 6,492,643 | |||||||
928,500 | MXN | Wal-Mart de Mexico, SAB de CV | 3,375,494 | |||||||
|
|
| ||||||||
25,151,318 | ||||||||||
|
|
| ||||||||
Energy (7.7%) | ||||||||||
163,200 | EUR | Motor Oil Hellas Corinth Refineries, SA | 2,828,797 | |||||||
782,900 | THB | PTT Exploration & Production, PCL | 3,456,160 | |||||||
265,960 | INR | Reliance Industries, Ltd. | 8,451,094 | |||||||
186,500 | ZAR | Sasol, Ltd.# | 3,917,763 | |||||||
158,000 | Schlumberger, NV~ | 5,850,740 | ||||||||
2,691,500 | IDR | United Tractors, Tbk PT | 5,882,035 | |||||||
|
|
| ||||||||
30,386,589 | ||||||||||
|
|
| ||||||||
Financials (17.1%) | ||||||||||
379,000 | HKD | AIA Group, Ltd. | 3,807,678 | |||||||
11,090,500 | IDR | Bank Central Asia, Tbk PT | 5,514,861 | |||||||
5,611,000 | IDR | Bank Mandiri Persero, Tbk PT | 3,140,803 | |||||||
978,402 | AED | First Abu Dhabi Bank, PJSC | 5,178,188 | |||||||
793,700 | ZAR | FirstRand, Ltd. | 3,139,697 | |||||||
106,400 | KRW | Hana Financial Group, Inc. | 3,049,050 | |||||||
399,200 | INR | HDFC Bank, Ltd. | 7,300,999 | |||||||
115,400 | INR | Housing Development Finance Corp., Ltd. | 3,498,923 | |||||||
234,425 | ICICI Bank, Ltd. (ADR) | 4,871,352 | ||||||||
1,617,100 | Itau Unibanco Holding, SA (ADR) | 7,276,950 | ||||||||
779,700 | THB | Kasikornbank PCL | 3,062,415 | |||||||
1,333,000 | HKD | Ping An Insurance Group Company of China, Ltd. - Class H | 7,834,092 | |||||||
5,495,000 | HKD | Postal Savings Bank of China Company of China, Ltd. - Class H* | 3,635,625 | |||||||
324,250 | SAR | Saudi National Bank | 6,086,736 | |||||||
|
|
| ||||||||
67,397,369 | ||||||||||
|
|
| ||||||||
Health Care (4.9%) | ||||||||||
651,501 | CNY | Aier Eye Hospital Group Company, Ltd. - Class A | 2,944,535 | |||||||
616,500 | THB | Bumrungrad Hospital PCL | 3,048,166 | |||||||
76,300 | SAR | Dallah Healthcare Company | 2,511,243 | |||||||
165,000 | CNY | Hangzhou Tigermed Consulting Company, Ltd. - Class A | 2,502,359 |
See accompanying Notes to Schedule of Investments
46
Calamos Evolving World Growth Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
NUMBER OF | VALUE | |||||||||
54,500 | SAR | Mouwasat Medical Services Company | $ | 3,588,500 | ||||||
477,500 | HKD | Wuxi Biologics Cayman, Inc.#* | 4,570,684 | |||||||
|
|
| ||||||||
19,165,487 | ||||||||||
|
|
| ||||||||
Industrials (7.7%) | ||||||||||
1,524,400 | THB | Airports of Thailand PCL# | 2,909,239 | |||||||
1,780,800 | INR | Bharat Electronics, Ltd. | 6,190,251 | |||||||
40,200 | CNY | Contemporary Amperex Technology Company, Ltd. - Class A# | 3,054,482 | |||||||
156,500 | INR | Hindustan Aeronautics, Ltd. | 4,009,347 | |||||||
96,600 | KRW | Korea Aerospace Industries, Ltd. | 4,248,408 | |||||||
311,128 | CNY | Ningbo Orient Wires & Cables Company, Ltd. - Class A | 3,695,779 | |||||||
181,634 | CNY | Sungrow Power Supply Company, Ltd. - Class A | 3,347,316 | |||||||
1,070,909 | CNY | YTO Express Group Company, Ltd. - Class A | 3,074,449 | |||||||
|
|
| ||||||||
30,529,271 | ||||||||||
|
|
| ||||||||
Information Technology (15.7%) | ||||||||||
430,000 | HKD | BOE Varitronix, Ltd. | 999,691 | |||||||
626,000 | TWD | E Ink Holdings, Inc. | 4,118,320 | |||||||
169,000 | Infosys, Ltd. (ADR) | 3,293,810 | ||||||||
1,702,000 | HKD | Kingdee International Software Group Company, Ltd.# | 3,674,826 | |||||||
87,000 | TWD | MediaTek, Inc. | 2,004,487 | |||||||
160,000 | KRW | Samsung Electronics Company, Ltd. | 7,573,623 | |||||||
1,933,649 | TWD | Taiwan Semiconductor Manufacturing Company, Ltd. | 33,161,239 | |||||||
45,575 | Taiwan Semiconductor Manufacturing Company, Ltd. (ADR) | 4,032,476 | ||||||||
627,500 | BRL | TOTVS, SA | 3,198,078 | |||||||
|
|
| ||||||||
62,056,550 | ||||||||||
|
|
| ||||||||
Materials (2.1%) | ||||||||||
199,000 | CAD | Barrick Gold Corp. | 3,136,012 | |||||||
3,877,000 | AED | Fertiglobe, PLC | 5,063,692 | |||||||
|
|
| ||||||||
8,199,704 | ||||||||||
|
|
| ||||||||
Real Estate (2.1%) | ||||||||||
5,683,400 | PHP | Ayala Land, Inc. | 2,608,313 | |||||||
961,500 | HKD | China Overseas Land & Investment, Ltd. | 2,657,027 | |||||||
618,200 | INR | DLF, Ltd. | 3,009,122 | |||||||
|
|
| ||||||||
8,274,462 | ||||||||||
|
|
| ||||||||
Utilities (0.5%) | ||||||||||
44,200 | SAR | ACWA Power Company | 2,066,793 | |||||||
|
|
| ||||||||
TOTAL COMMON STOCKS (Cost $344,304,496) | 348,618,061 | |||||||||
|
|
|
NUMBER OF | VALUE | |||||||||
PURCHASED OPTIONS (1.8%) # | ||||||||||
Consumer Discretionary (0.2%) | ||||||||||
1,030 | Li Auto, Inc. | |||||||||
3,382,520 | Call, 09/16/22, Strike $40.00 | $ | 89,610 | |||||||
630 | Pinduoduo, Inc. | |||||||||
3,087,630 | Call, 10/21/22, Strike $65.00 | 143,010 | ||||||||
1,680 | Trip.com Group, Ltd. | |||||||||
4,331,040 | Call, 01/20/23, Strike $30.00 | 420,000 | ||||||||
|
|
| ||||||||
652,620 | ||||||||||
|
|
| ||||||||
Information Technology (0.3%) | ||||||||||
4,000 | Taiwan Semiconductor | |||||||||
35,392,000 | Manufacturing Company, Ltd. | |||||||||
Put, 10/21/22, Strike $80.00 | 1,044,000 | |||||||||
|
|
| ||||||||
Other (1.2%) | ||||||||||
12,710 | iShares China Large-Cap ETF | |||||||||
38,612,980 | Put, 10/21/22, Strike $28.00 | 1,035,865 | ||||||||
8,750 | iShares MSCI Brazil ETF | |||||||||
25,392,500 | Call, 01/20/23, Strike $30.00 | 2,121,875 | ||||||||
iShares MSCI Emerging Markets | ||||||||||
10,130 | ||||||||||
40,479,480 | Put, 09/16/22, Strike $38.00 | 536,890 | ||||||||
9,980 | ||||||||||
39,880,080 | Put, 10/21/22, Strike $37.00 | 633,730 | ||||||||
6,270 | Xtrackers Harvest CSI | |||||||||
627,000 | Put, 10/21/22, Strike $28.00 | 294,690 | ||||||||
|
|
| ||||||||
4,623,050 | ||||||||||
|
|
| ||||||||
Special Purpose Acquisition Company (0.1%) |
| |||||||||
1,620 | Shell, PLC | |||||||||
8,647,560 | Call, 01/20/23, Strike $55.00 | 615,600 | ||||||||
|
|
| ||||||||
TOTAL PURCHASED OPTIONS (Cost $10,736,989) | 6,935,270 | |||||||||
|
|
| ||||||||
| TOTAL INVESTMENTS (99.1%) | 391,017,036 | ||||||||
|
|
| ||||||||
OTHER ASSETS, LESS LIABILITIES (0.9%) | 3,636,440 | |||||||||
|
|
| ||||||||
NET ASSETS (100.0%) | $ | 394,653,476 | ||||||||
|
|
|
NOTES TO SCHEDULE OF INVESTMENTS
# | Non-income producing security. |
~ | Security, or portion of security, is segregated as collateral for written options. The aggregate value of such securities is $5,103,370. |
* | Securities issued and sold pursuant to a Rule 144A transaction are exempted from the registration requirement of the Securities Act of 1933, as amended. These securities may only be sold to qualified institutional buyers (QIBs), such as the Fund. Any resale of these securities must generally be effected through a sale that is registered under the Act or otherwise exempted from such registration requirements. |
See accompanying Notes to Schedule of Investments
47
Calamos Evolving World Growth Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
FOREIGN CURRENCY ABBREVIATIONS | ||
AED | UAE Dirham | |
BRL | Brazilian Real | |
CAD | Canadian Dollar | |
CNY | Chinese Yuan Renminbi | |
EUR | European Monetary Unit | |
HKD | Hong Kong Dollar | |
IDR | Indonesian Rupiah | |
INR | Indian Rupee | |
KRW | South Korean Won | |
MXN | Mexican Peso | |
PHP | Philippine Peso | |
SAR | Saudi Riyal | |
SGD | Singapore Dollar | |
THB | Thai Baht | |
TWD | New Taiwan Dollar | |
ZAR | South African Rand |
See accompanying Notes to Schedule of Investments
48
Calamos Evolving World Growth Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
CURRENCY EXPOSURE JULY 31, 2022
Value | % of Total Investments | |||||||
Hong Kong Dollar | $ | 102,089,699 | 26.1 | % | ||||
US Dollar | 59,319,309 | 15.2 | % | |||||
Indian Rupee | 49,664,920 | 12.7 | % | |||||
New Taiwan Dollar | 39,284,046 | 10.0 | % | |||||
Chinese Yuan Renminbi | 34,538,936 | 8.8 | % | |||||
Indonesian Rupiah | 15,525,151 | 4.0 | % | |||||
Thai Baht | 15,297,452 | 3.9 | % | |||||
South Korean Won | 14,871,081 | 3.8 | % | |||||
Saudi Riyal | 14,253,272 | 3.6 | % | |||||
UAE Dirham | 10,241,880 | 2.6 | % | |||||
European Monetary Unit | 8,794,891 | 2.3 | % | |||||
South African Rand | 7,057,460 | 1.8 | % | |||||
Brazilian Real | 6,532,611 | 1.7 | % | |||||
Singapore Dollar | 4,426,509 | 1.1 | % | |||||
Mexican Peso | 3,375,494 | 0.9 | % | |||||
Canadian Dollar | 3,136,012 | 0.8 | % | |||||
Philippine Peso | 2,608,313 | 0.7 | % | |||||
|
|
|
| |||||
Total Investments | $ | 391,017,036 | 100.0 | % |
Currency exposure may vary over time.
See accompanying Notes to Schedule of Investments
49
Calamos Global Equity Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
NUMBER OF | VALUE | |||||||||
COMMON STOCKS (97.7%) | ||||||||||
Communication Services (7.1%) | ||||||||||
25,300 | Alphabet, Inc. - Class A# | $ | 2,942,896 | |||||||
40,900 | HKD | Baidu, Inc. - Class A# | 706,932 | |||||||
3,455 | Meta Platforms, Inc. - Class A# | 549,690 | ||||||||
26,100 | HKD | Tencent Holdings, Ltd. | 1,008,734 | |||||||
5,189 | Walt Disney Company# | 550,553 | ||||||||
|
| |||||||||
5,758,805 | ||||||||||
|
| |||||||||
Consumer Discretionary (11.4%) | ||||||||||
21,020 | Amazon.com, Inc.#~ | 2,836,649 | ||||||||
8,055 | Aptiv, PLC# | 844,889 | ||||||||
327 | Booking Holdings, Inc.# | 632,971 | ||||||||
11,200 | CNY | BYD Company, Ltd. - Class A | 535,313 | |||||||
42,500 | GBP | Compass Group, PLC | 996,048 | |||||||
5,350 | Hilton Worldwide Holdings, Inc. | 685,175 | ||||||||
1,666 | HKD | JD.com, Inc. - Class A | 49,701 | |||||||
1,360 | EUR | LVMH Moet Hennessy Louis Vuitton, SE | 944,321 | |||||||
9,400 | JPY | Sony Group Corp. | 797,382 | |||||||
1,070 | Tesla, Inc.# | 953,852 | ||||||||
|
| |||||||||
9,276,301 | ||||||||||
|
| |||||||||
Consumer Staples (3.0%) | ||||||||||
18,850 | GBP | British American Tobacco, PLC | 738,612 | |||||||
1,380 | Costco Wholesale Corp. | 746,994 | ||||||||
7,900 | CHF | Nestle, SA | 967,965 | |||||||
|
| |||||||||
2,453,571 | ||||||||||
|
| |||||||||
Energy (8.3%) | ||||||||||
25,500 | CAD | Canadian Natural Resources, Ltd. | 1,408,071 | |||||||
11,800 | Chevron Corp. | 1,932,604 | ||||||||
11,500 | Marathon Petroleum Corp. | 1,054,090 | ||||||||
5,750 | Pioneer Natural Resources Company | 1,362,462 | ||||||||
26,650 | Schlumberger, NV | 986,850 | ||||||||
|
| |||||||||
6,744,077 | ||||||||||
|
| |||||||||
Financials (12.0%) | ||||||||||
142,000 | HKD | AIA Group, Ltd. | 1,426,623 | |||||||
30,125 | Bank of America Corp. | 1,018,526 | ||||||||
1,970 | Berkshire Hathaway, Inc. - Class B# | 592,182 | ||||||||
1,950 | Chubb, Ltd. | 367,848 | ||||||||
52,990 | INR | HDFC Bank, Ltd. | 969,138 | |||||||
7,300 | JPMorgan Chase & Company | 842,128 | ||||||||
1,987,000 | GBP | Lloyds Banking Group, PLC | 1,100,119 | |||||||
180,800 | GBP | Man Group, PLC | 601,475 | |||||||
10,800 | Morgan Stanley | 910,440 | ||||||||
63,400 | UBS Group, AG#^ | 1,029,616 | ||||||||
19,500 | Wells Fargo & Company | 855,465 | ||||||||
|
| |||||||||
9,713,560 | ||||||||||
|
| |||||||||
Health Care (15.4%) | ||||||||||
25,622 | Alcon, Inc. | 2,000,822 | ||||||||
7,520 | GBP | AstraZeneca, PLC | 989,190 | |||||||
3,150 | AUD | CSL, Ltd. | 641,394 | |||||||
2,820 | Danaher Corp. | 821,946 | ||||||||
6,115 | Eli Lilly & Company | 2,016,054 | ||||||||
1,680 | Humana, Inc. | 809,760 | ||||||||
22,900 | Novo Nordisk, A/S | 2,657,774 | ||||||||
11,100 | EUR | Sanofi | 1,103,046 |
NUMBER OF | VALUE | |||||||||
2,639 | UnitedHealth Group, Inc. | $ | 1,431,235 | |||||||
|
| |||||||||
12,471,221 | ||||||||||
|
| |||||||||
Industrials (10.0%) | ||||||||||
10,800 | EUR | Airbus, SE | 1,164,474 | |||||||
11,880 | CAD | Canadian Pacific Railway, Ltd. | 936,725 | |||||||
14,700 | Quanta Services, Inc. | 2,039,331 | ||||||||
13,260 | Raytheon Technologies Corp. | 1,235,965 | ||||||||
2,600 | EUR | Rheinmetall, AG | 476,780 | |||||||
7,500 | EUR | Schneider Electric, SE | 1,037,279 | |||||||
9,900 | EUR | Thales, SA | 1,231,160 | |||||||
|
| |||||||||
8,121,714 | ||||||||||
|
| |||||||||
Information Technology (26.2%) | ||||||||||
3,850 | Accenture, PLC - Class A | 1,179,101 | ||||||||
2,160 | Adobe, Inc.# | 885,859 | ||||||||
269 | EUR | Adyen, NV#* | 483,870 | |||||||
17,670 | Apple, Inc. | 2,871,552 | ||||||||
4,828 | EUR | ASML Holding, NV | 2,774,931 | |||||||
1,600 | Enphase Energy, Inc.# | 454,688 | ||||||||
3,100 | JPY | Keyence Corp. | 1,228,660 | |||||||
12,850 | Microsoft Corp. | 3,607,509 | ||||||||
11,410 | NVIDIA Corp. | 2,072,398 | ||||||||
1,265 | Palo Alto Networks, Inc.#^ | 631,362 | ||||||||
3,390 | salesforce, Inc.# | 623,828 | ||||||||
2,500 | Snowflake, Inc. - Class A# | 374,775 | ||||||||
95,000 | TWD | Taiwan Semiconductor Manufacturing Company, Ltd. | 1,629,209 | |||||||
17,400 | Taiwan Semiconductor Manufacturing Company, Ltd. (ADR) | 1,539,552 | ||||||||
4,250 | Visa, Inc. - Class A | 901,467 | ||||||||
|
| |||||||||
21,258,761 | ||||||||||
|
| |||||||||
Materials (3.4%) | ||||||||||
28,500 | CAD | Barrick Gold Corp. | 449,127 | |||||||
6,100 | CF Industries Holdings, Inc. | 582,489 | ||||||||
19,500 | Freeport-McMoRan, Inc. | 615,225 | ||||||||
125,550 | GBP | Glencore, PLC# | 711,580 | |||||||
6,050 | GBP | Rio Tinto, PLC | 365,235 | |||||||
|
| |||||||||
2,723,656 | ||||||||||
|
| |||||||||
Special Purpose Acquisition Company (0.9%) | ||||||||||
27,250 | EUR | Shell, PLC | 726,244 | |||||||
|
| |||||||||
TOTAL COMMON STOCKS (Cost $58,929,296) | 79,247,910 | |||||||||
|
| |||||||||
NUMBER OF | VALUE | |||||||||
| INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED | | ||||||||
1,665,596 | State Street Navigator Securities Lending Government Money Market Portfolio, 2.001% | 1,665,596 | ||||||||
|
|
See accompanying Notes to Schedule of Investments
50
Calamos Global Equity Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
NUMBER OF | VALUE | |||||||||
PURCHASED OPTIONS (0.2%) # | ||||||||||
Consumer Discretionary (0.1%) | ||||||||||
250 | Amazon.com, Inc. | |||||||||
3,373,750 | Put, 01/20/23, Strike $110.00 | $ | 99,375 | |||||||
|
| |||||||||
99,375 | ||||||||||
|
| |||||||||
Information Technology (0.0%) | ||||||||||
116 | Taiwan Semiconductor | |||||||||
1,026,368 | Manufacturing Company, Ltd. | |||||||||
Put, 10/21/22, Strike $80.00 | 30,276 | |||||||||
|
| |||||||||
30,276 | ||||||||||
|
| |||||||||
Other (0.1%) | ||||||||||
198 | VanEck Semiconductor ETF | |||||||||
4,695,768 | Put, 10/21/22, Strike $190.00 | 54,252 | ||||||||
|
| |||||||||
54,252 | ||||||||||
|
| |||||||||
TOTAL PURCHASED OPTIONS (Cost $603,294) | 183,903 | |||||||||
|
| |||||||||
| TOTAL INVESTMENTS (100.0%) | 81,097,409 | ||||||||
|
| |||||||||
| PAYABLE UPON RETURN OF SECURITIES ON LOAN | (1,665,596 | ) | |||||||
|
| |||||||||
OTHER ASSETS, LESS LIABILITIES (2.1%) | 1,663,728 | |||||||||
|
| |||||||||
NET ASSETS (100.0%) | $ | 81,095,541 | ||||||||
|
|
NOTES TO SCHEDULE OF INVESTMENTS
# | Non-income producing security. |
~ | Security, or portion of security, is segregated as collateral (or collateral for potential future transactions) for written options. The aggregate value of such securities is $675. |
^ | Security, or portion of security, is on loan. |
* | Securities issued and sold pursuant to a Rule 144A transaction are exempted from the registration requirement of the Securities Act of 1933, as amended. These securities may only be sold to qualified institutional buyers (QIBs), such as the Fund. Any resale of these securities must generally be effected through a sale that is registered under the Act or otherwise exempted from such registration requirements. |
| Represents investment of cash collateral received from securities on loan as of July 31, 2022. |
FOREIGN CURRENCY ABBREVIATIONS | ||
AUD | Australian Dollar | |
CAD | Canadian Dollar | |
CHF | Swiss Franc | |
CNY | Chinese Yuan Renminbi | |
EUR | European Monetary Unit | |
GBP | British Pound Sterling | |
HKD | Hong Kong Dollar | |
INR | Indian Rupee | |
JPY | Japanese Yen | |
TWD | New Taiwan Dollar |
Note: Value for securities denominated in foreign currencies is shown in U.S. dollars. The date on options represents the expiration date of the option contract. The option contract may be exercised at any date on or before the date shown.
See accompanying Notes to Schedule of Investments
51
Calamos Global Equity Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
CURRENCY EXPOSURE JULY 31, 2022
Value | % of Total Investments | |||||||
US Dollar | $ | 52,898,071 | 65.2 | % | ||||
European Monetary Unit | 9,942,105 | 12.3 | % | |||||
British Pound Sterling | 5,502,259 | 6.8 | % | |||||
Hong Kong Dollar | 3,191,990 | 3.9 | % | |||||
Canadian Dollar | 2,793,923 | 3.4 | % | |||||
Japanese Yen | 2,026,042 | 2.5 | % | |||||
New Taiwan Dollar | 1,629,209 | 2.0 | % | |||||
Indian Rupee | 969,138 | 1.2 | % | |||||
Swiss Franc | 967,965 | 1.2 | % | |||||
Australian Dollar | 641,394 | 0.8 | % | |||||
Chinese Yuan Renminbi | 535,313 | 0.7 | % | |||||
|
|
|
| |||||
Total Investments | $ | 81,097,409 | 100.0 | % |
Currency exposure may vary over time.
See accompanying Notes to Schedule of Investments
52
Calamos Global Opportunities Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
PRINCIPAL | VALUE | |||||||||
CONVERTIBLE BONDS (18.7%) | ||||||||||
Airlines (0.7%) | ||||||||||
1,600,000 | EUR | Deutsche Lufthansa, AG 2.000%, 11/17/25 | $ | 1,572,599 | ||||||
|
|
| ||||||||
Communication Services (2.5%) | ||||||||||
1,413,000 | Liberty Media Corp.* 0.500%, 12/01/50 | 1,703,315 | ||||||||
2,520,000 | Live Nation Entertainment, Inc.^ 2.000%, 02/15/25 | 2,845,408 | ||||||||
1,170,000 | Twitter, Inc. 0.250%, 06/15/24 | 1,191,586 | ||||||||
|
|
| ||||||||
5,740,309 | ||||||||||
|
|
| ||||||||
Consumer Discretionary (5.2%) | ||||||||||
860,000 | Booking Holdings, Inc.^ 0.750%, 05/01/25 | 1,158,480 | ||||||||
1,800,000 | AUD | Flight Centre Travel Group, Ltd. 2.500%, 11/17/27 | 1,330,102 | |||||||
2,705,000 | Liberty Broadband Corp.* 2.750%, 09/30/50 | 2,588,739 | ||||||||
2,225,000 | Marriott Vacations Worldwide Corp. 0.000%, 01/15/26 | 2,226,335 | ||||||||
2,481,000 | Vail Resorts, Inc.^ 0.000%, 01/01/26 | 2,255,279 | ||||||||
2,000,000 | AUD | Webjet, Ltd. 0.750%, 04/12/26 | 1,412,394 | |||||||
1,000,000 | GBP | WH Smith, PLC 1.625%, 05/07/26 | 1,066,659 | |||||||
|
|
| ||||||||
12,037,988 | ||||||||||
|
|
| ||||||||
Consumer Staples (0.4%) | ||||||||||
1,330,000 | CAD | Premium Brands Holdings Corp. 4.200%, 09/30/27 | 1,031,761 | |||||||
|
|
| ||||||||
Financials (2.0%) | ||||||||||
18,000,000 | HKD | Citigroup Global Markets Funding Luxembourg SCA 0.000%, 07/25/24 | 2,212,010 | |||||||
300,000,000 | JPY | SBI Holdings, Inc. 0.000%, 09/13/23 | 2,292,621 | |||||||
|
|
| ||||||||
4,504,631 | ||||||||||
|
|
| ||||||||
Industrials (2.0%) | ||||||||||
2,070,000 | Air Transport Services Group, Inc. | |||||||||
1.125%, 10/15/24 | 2,350,506 | |||||||||
3,000,000 | SGD | Singapore Airlines, Ltd. 1.625%, 12/03/25 | 2,309,483 | |||||||
|
|
| ||||||||
4,659,989 | ||||||||||
|
|
| ||||||||
Information Technology (2.9%) | ||||||||||
1,535,000 | Block, Inc. 0.125%, 03/01/25 | 1,571,456 | ||||||||
2,030,000 | CyberArk Software, Ltd.^ 0.000%, 11/15/24 | 2,193,436 | ||||||||
2,449,000 | Enphase Energy, Inc. 0.000%, 03/01/26 | 2,942,155 | ||||||||
|
|
| ||||||||
6,707,047 | ||||||||||
|
|
|
PRINCIPAL | VALUE | |||||||||
Materials (3.0%) | ||||||||||
4,400,000 | Glencore Funding, LLC 0.000%, 03/27/25 | $ | 4,651,592 | |||||||
480,000 | Ivanhoe Mines, Ltd.* 2.500%, 04/15/26 | 515,554 | ||||||||
1,834,000 | Lithium Americas Corp.* 1.750%, 01/15/27 | 1,600,990 | ||||||||
|
|
| ||||||||
6,768,136 | ||||||||||
|
|
| ||||||||
TOTAL CONVERTIBLE BONDS (Cost $45,828,472) | 43,022,460 | |||||||||
|
|
| ||||||||
NUMBER OF | VALUE | |||||||||
CONVERTIBLE PREFERRED STOCKS (2.6%) | ||||||||||
Consumer Discretionary (1.1%) | ||||||||||
19,622 | Aptiv, PLC 5.500%, 06/15/23 | 2,379,560 | ||||||||
|
|
| ||||||||
Information Technology (0.9%) | ||||||||||
1,255 | Broadcom, Inc. 8.000%, 09/30/22 | 2,105,639 | ||||||||
|
|
| ||||||||
Utilities (0.6%) | ||||||||||
22,689 | NextEra Energy, Inc. 4.872%, 09/01/22 | 1,392,878 | ||||||||
|
|
| ||||||||
TOTAL CONVERTIBLE PREFERRED STOCKS (Cost $4,342,201) | 5,878,077 | |||||||||
|
|
| ||||||||
COMMON STOCKS (72.0%) | ||||||||||
Communication Services (6.3%) | ||||||||||
70,700 | Alphabet, Inc. - Class A# | 8,223,824 | ||||||||
55,800 | HKD | Baidu, Inc. - Class A# | 964,469 | |||||||
6,900 | Meta Platforms, Inc. - Class A# | 1,097,790 | ||||||||
69,400 | HKD | Tencent Holdings, Ltd. | 2,682,228 | |||||||
14,670 | Walt Disney Company# | 1,556,487 | ||||||||
|
|
| ||||||||
14,524,798 | ||||||||||
|
|
| ||||||||
Consumer Discretionary (5.0%) | ||||||||||
35,000 | Amazon.com, Inc.# | 4,723,250 | ||||||||
94,900 | GBP | Compass Group, PLC | 2,224,117 | |||||||
3,304 | HKD | JD.com, Inc. - Class A | 98,567 | |||||||
3,700 | EUR | LVMH Moet Hennessy Louis Vuitton, SE | 2,569,110 | |||||||
1,958 | Tesla, Inc.# | 1,745,459 | ||||||||
|
|
| ||||||||
11,360,503 | ||||||||||
|
|
| ||||||||
Consumer Staples (6.4%) | ||||||||||
66,900 | GBP | British American Tobacco, PLC | 2,621,385 | |||||||
58,250 | Coca-Cola Company~ | 3,737,903 | ||||||||
2,590 | Costco Wholesale Corp. | 1,401,967 | ||||||||
38,050 | Mondelez International, Inc. - Class A | 2,436,722 | ||||||||
17,250 | CHF | Nestle, SA | 2,113,595 | |||||||
57,100 | JPY | Seven & i Holdings Company, Ltd. | 2,327,408 | |||||||
|
|
| ||||||||
14,638,980 | ||||||||||
|
|
|
See accompanying Notes to Schedule of Investments
53
Calamos Global Opportunities Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
NUMBER OF | VALUE | |||||||||
Energy (4.9%) | ||||||||||
51,900 | CAD | Canadian Natural Resources, Ltd. | $ | 2,865,838 | ||||||
24,200 | Chevron Corp. | 3,963,476 | ||||||||
25,988 | Marathon Petroleum Corp. | 2,382,060 | ||||||||
54,200 | Schlumberger, NV | 2,007,026 | ||||||||
|
|
| ||||||||
11,218,400 | ||||||||||
|
|
| ||||||||
Financials (8.3%) | ||||||||||
193,400 | HKD | AIA Group, Ltd. | 1,943,021 | |||||||
84,410 | Bank of America Corp. | 2,853,902 | ||||||||
5,525 | Chubb, Ltd. | 1,042,236 | ||||||||
174,800 | INR | HDFC Bank, Ltd. | 3,196,930 | |||||||
23,375 | JPMorgan Chase & Company~ | 2,696,540 | ||||||||
2,153,000 | GBP | Lloyds Banking Group, PLC | 1,192,026 | |||||||
31,850 | Morgan Stanley | 2,684,955 | ||||||||
66,500 | UBS Group, AG^# | 1,079,960 | ||||||||
55,200 | Wells Fargo & Company | 2,421,624 | ||||||||
|
|
| ||||||||
19,111,194 | ||||||||||
|
|
| ||||||||
Health Care (12.2%) | ||||||||||
69,126 | Alcon, Inc. | 5,398,050 | ||||||||
18,700 | GBP | AstraZeneca, PLC | 2,459,821 | |||||||
7,596 | Danaher Corp. | 2,214,006 | ||||||||
11,500 | Eli Lilly & Company | 3,791,435 | ||||||||
3,550 | Humana, Inc. | 1,711,100 | ||||||||
54,000 | Novo Nordisk, A/S | 6,267,240 | ||||||||
22,800 | EUR | Sanofi | 2,265,716 | |||||||
7,050 | UnitedHealth Group, Inc. | 3,823,497 | ||||||||
|
|
| ||||||||
27,930,865 | ||||||||||
|
|
| ||||||||
Industrials (8.4%) | ||||||||||
28,100 | EUR | Airbus, SE | 3,029,789 | |||||||
24,600 | CAD | Canadian Pacific Railway, Ltd. | 1,939,684 | |||||||
26,800 | Quanta Services, Inc. | 3,717,964 | ||||||||
25,900 | Raytheon Technologies Corp. | 2,414,139 | ||||||||
20,250 | EUR | Schneider Electric, SE | 2,800,653 | |||||||
19,200 | EUR | Thales, SA | 2,387,704 | |||||||
18,700 | Waste Management, Inc. | 3,077,272 | ||||||||
|
|
| ||||||||
19,367,205 | ||||||||||
|
|
| ||||||||
Information Technology (17.6%) | ||||||||||
7,700 | Accenture, PLC - Class A | 2,358,202 | ||||||||
3,000 | Adobe, Inc.# | 1,230,360 | ||||||||
40,040 | Apple, Inc. | 6,506,900 | ||||||||
8,630 | EUR | ASML Holding, NV | 4,960,161 | |||||||
5,600 | JPY | Keyence Corp. | 2,219,516 | |||||||
29,530 | Microsoft Corp. | 8,290,252 | ||||||||
16,500 | NVIDIA Corp. | 2,996,895 | ||||||||
9,500 | salesforce, Inc.# | 1,748,190 | ||||||||
314,000 | TWD | Taiwan Semiconductor | ||||||||
Manufacturing Company, Ltd. | 5,384,963 | |||||||||
24,700 | Taiwan Semiconductor | |||||||||
Manufacturing Company, Ltd. | ||||||||||
(ADR) | 2,185,456 | |||||||||
11,800 | Visa, Inc. - Class A | 2,502,898 | ||||||||
|
|
| ||||||||
40,383,793 | ||||||||||
|
|
| ||||||||
Materials (1.7%) | ||||||||||
109,000 | CAD | Barrick Gold Corp. | 1,717,715 | |||||||
36,700 | Freeport-McMoRan, Inc. | 1,157,885 | ||||||||
17,000 | GBP | Rio Tinto, PLC | 1,026,281 | |||||||
|
|
| ||||||||
3,901,881 | ||||||||||
|
|
|
NUMBER OF | VALUE | |||||||||
Special Purpose Acquisition Company (1.2%) | ||||||||||
101,700 | GBP | Shell, PLC | $ | 2,712,981 | ||||||
|
|
| ||||||||
TOTAL COMMON STOCKS (Cost $132,575,600) | 165,150,600 | |||||||||
|
|
| ||||||||
PRINCIPAL | VALUE | |||||||||
U.S. GOVERNMENT AND AGENCY SECURITIES (3.1%) | ||||||||||
U.S. Treasury Note | ||||||||||
2,575,000 | 2.250%, 03/31/24 | 2,545,679 | ||||||||
2,335,000 | 2.000%, 06/30/24^ | 2,295,962 | ||||||||
2,315,000 | 2.500%, 04/30/24^ | 2,297,547 | ||||||||
|
|
| ||||||||
TOTAL U.S. GOVERNMENT AND AGENCY SECURITIES (Cost $7,187,387) | 7,139,188 | |||||||||
|
|
| ||||||||
NUMBER OF | VALUE | |||||||||
PURCHASED OPTIONS (0.7%) # | ||||||||||
Communication Services (0.0%) | ||||||||||
70 | Baidu, Inc. | |||||||||
955,990 | Call, 01/20/23, Strike $165.00 | 61,600 | ||||||||
|
|
| ||||||||
Energy (0.2%) | ||||||||||
190 | Eog Resources, Inc. | |||||||||
2,113,180 | Call, 01/20/23, Strike $122.20 | 179,550 | ||||||||
95 | Pioneer Natural Resources | |||||||||
2,079,455 | Company | |||||||||
Call, 01/20/23, Strike $240.00 | 197,125 | |||||||||
|
|
| ||||||||
376,675 | ||||||||||
|
|
| ||||||||
Financials (0.1%) | ||||||||||
690 | Bank of America Corp. | |||||||||
2,332,890 | Put, 01/20/23, Strike $30.00 | 98,670 | ||||||||
75 | Berkshire Hathaway, Inc. | |||||||||
2,254,500 | Call, 11/18/22, Strike $310.00 | 79,687 | ||||||||
190 | JPMorgan Chase & Company | |||||||||
2,191,840 | Put, 01/20/23, Strike $105.00 | 93,100 | ||||||||
|
|
| ||||||||
271,457 | ||||||||||
|
|
| ||||||||
Health Care (0.0%) | ||||||||||
115 | Eli Lilly & Company | |||||||||
3,791,435 | Put, 01/20/23, Strike $260.00 | 74,750 | ||||||||
|
|
| ||||||||
Industrials (0.1%) | ||||||||||
180 | Quanta Services, Inc. | |||||||||
2,497,140 | Put, 11/18/22, Strike $120.00 | 84,600 | ||||||||
|
|
| ||||||||
Information Technology (0.1%) | ||||||||||
560 | Taiwan Semiconductor | |||||||||
4,954,880 | Manufacturing Company, Ltd. | |||||||||
Put, 10/21/22, Strike $80.00 | 146,160 | |||||||||
|
|
| ||||||||
Other (0.2%) | ||||||||||
1,430 | iShares China Large-Cap ETF | |||||||||
4,344,340 | Call, 01/20/23, Strike $35.00 | 112,970 |
See accompanying Notes to Schedule of Investments
54
Calamos Global Opportunities Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
NUMBER OF CONTRACTS/ | VALUE | |||||||||
615 | Vaneck Semiconductor ETF | |||||||||
14,585,340 | Put, 01/20/23, Strike $190.00 | $ | 421,275 | |||||||
|
|
| ||||||||
534,245 | ||||||||||
|
|
| ||||||||
TOTAL PURCHASED OPTIONS (Cost $3,236,642) | 1,549,487 | |||||||||
|
|
| ||||||||
NUMBER OF | VALUE | |||||||||
| INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED (3.8%) | |||||||||
8,849,377 | State Street Navigator Securities Lending Government Money Market Portfolio, 2.001% (Cost $8,849,377) | 8,849,377 | ||||||||
|
|
| ||||||||
| TOTAL INVESTMENTS (100.9%) | 231,589,189 | ||||||||
|
|
| ||||||||
| PAYABLE UPON RETURN OF SECURITIES ON LOAN (-3.9%) | (8,849,377 | ) | |||||||
|
|
| ||||||||
OTHER ASSETS, LESS LIABILITIES (3.0%) | 6,677,591 | |||||||||
|
|
| ||||||||
NET ASSETS (100.0%) | $ | 229,417,403 | ||||||||
|
|
|
NOTES TO SCHEDULE OF INVESTMENTS
* | Securities issued and sold pursuant to a Rule 144A transaction are exempted from the registration requirement of the Securities Act of 1933, as amended. These securities may only be sold to qualified institutional buyers (QIBs), such as the Fund. Any resale of these securities must generally be effected through a sale that is registered under the Act or otherwise exempted from such registration requirements. |
^ | Security, or portion of security, is on loan. |
# | Non-income producing security. |
~ | Security, or portion of security, is segregated as collateral (or collateral for potential future transactions) for written options. |
The aggregate value of such securities is $1,683,368. |
| Represents investment of cash collateral received from securities on loan as of July 31, 2022. |
FOREIGN CURRENCY ABBREVIATIONS | ||
AUD | Australian Dollar | |
CAD | Canadian Dollar | |
CHF | Swiss Franc | |
EUR | European Monetary Unit | |
GBP | British Pound Sterling | |
HKD | Hong Kong Dollar | |
INR | Indian Rupee | |
JPY | Japanese Yen | |
SGD | Singapore Dollar | |
TWD | New Taiwan Dollar |
Note: Value for securities denominated in foreign currencies is shown in U.S. dollars. The principal amount for such securities is shown in the respective foreign currency. The date on options represents the expiration date of the option contract. The option contract may be exercised at any date on or before the date shown.
See accompanying Notes to Schedule of Investments
55
Calamos Global Opportunities Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
CURRENCY EXPOSURE JULY 31, 2022
Value | % of Total Investments | |||||||
US Dollar | $ | 160,657,882 | 69.4 | % | ||||
European Monetary Unit | 19,585,732 | 8.5 | % | |||||
British Pound Sterling | 13,303,270 | 5.7 | % | |||||
Hong Kong Dollar | 7,900,295 | 3.4 | % | |||||
Canadian Dollar | 7,554,998 | 3.3 | % | |||||
Japanese Yen | 6,839,545 | 2.9 | % | |||||
New Taiwan Dollar | 5,384,963 | 2.3 | % | |||||
Indian Rupee | 3,196,930 | 1.4 | % | |||||
Australian Dollar | 2,742,496 | 1.2 | % | |||||
Singapore Dollar | 2,309,483 | 1.0 | % | |||||
Swiss Franc | 2,113,595 | 0.9 | % | |||||
|
|
|
| |||||
Total Investments | $ | 231,589,189 | 100.0 | % |
Currency exposure may vary over time.
See accompanying Notes to Schedule of Investments
56
Calamos International Small Cap Growth Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
NUMBER OF | VALUE | |||||||||
COMMON STOCKS (89.0%) | ||||||||||
Communication Services (3.6%) | ||||||||||
215 | EUR | CTS Eventim, AG & Company KGaA# | $ | 11,843 | ||||||
310 | EUR | IPSOS | 15,889 | |||||||
2,400 | GBP | YouGov, PLC | 32,002 | |||||||
|
|
| ||||||||
59,734 | ||||||||||
|
|
| ||||||||
Consumer Discretionary (13.0%) | ||||||||||
7,755 | MXN | Alsea, SAB de CV# | 15,129 | |||||||
4,400 | Arcos Dorados Holdings, Inc. - Class A | 31,944 | ||||||||
800 | EUR | CIE Automotive, SA | 21,045 | |||||||
48,600 | IDR | Matahari Department Store, Tbk PT | 14,876 | |||||||
24,300 | THB | Minor International PCL# | 22,115 | |||||||
1,100 | JPY | Nextage Company, Ltd. | 24,331 | |||||||
15,900 | HKD | Samsonite International, SA#* | 33,352 | |||||||
600 | EUR | Sanlorenzo S.p.A / Ameglia | 20,888 | |||||||
3,410 | GBP | Trainline, PLC#* | 16,508 | |||||||
4,910 | AUD | Webjet, Ltd.# | 17,890 | |||||||
|
|
| ||||||||
218,078 | ||||||||||
|
|
| ||||||||
Consumer Staples (5.3%) | ||||||||||
800 | JPY | Kobe Bussan Company, Ltd. | 22,804 | |||||||
9,750 | HKD | LOccitane International, SA | 33,261 | |||||||
385 | DKK | Royal Unibrew, A/S | 32,834 | |||||||
|
|
| ||||||||
88,899 | ||||||||||
|
|
| ||||||||
Energy (8.7%) | ||||||||||
2,565 | CAD | ARC Resources, Ltd. | 35,975 | |||||||
17,200 | CAD | CES Energy Solutions Corp. | 35,728 | |||||||
850 | EUR | Motor Oil Hellas Corinth Refineries, SA | 14,733 | |||||||
10,080 | AUD | New Hope Corp, Ltd. | 31,229 | |||||||
3,560 | CAD | Whitecap Resources, Inc. | 27,217 | |||||||
|
|
| ||||||||
144,882 | ||||||||||
|
|
| ||||||||
Financials (8.9%) | ||||||||||
5,700 | EUR | Bank of Ireland Group, PLC | 32,648 | |||||||
550 | KRW | Hana Financial Group, Inc. | 15,761 | |||||||
3,100 | THB | Kasikornbank PCL | 12,176 | |||||||
12,030 | GBP | Man Group PLC/Jersey | 40,021 | |||||||
4,060 | GBP | Paragon Banking Group, PLC | 26,508 | |||||||
5,885 | AUD | Steadfast Group, Ltd. | 22,063 | |||||||
|
|
| ||||||||
149,177 | ||||||||||
|
|
| ||||||||
Health Care (8.6%) | ||||||||||
1,600 | GBP | Abcam, PLC# | 23,912 | |||||||
320 | SEK | Cellavision, AB | 11,527 | |||||||
310 | GBP | Dechra Pharmaceuticals, PLC | 13,951 | |||||||
2,020 | GBP | Ergomed, PLC# | 29,674 | |||||||
855 | EUR | Fagron | 13,041 | |||||||
235 | Galapagos, NV# | 11,964 | ||||||||
600 | JPY | Menicon Company, Ltd. | 15,130 | |||||||
900 | JPY | Ono Pharmaceutical Company, Ltd. | 25,307 | |||||||
|
|
| ||||||||
144,506 | ||||||||||
|
|
| ||||||||
Industrials (19.5%) | ||||||||||
695 | EUR | Aalberts, NV | 29,785 | |||||||
246 | EUR | Alfen Beheer, BV#* | 28,718 |
NUMBER OF SHARES | VALUE | |||||||||
100 | JPY | BayCurrent Consulting, Inc. | $ | 31,286 | ||||||
430 | EUR | DO & CO, AG# | 35,927 | |||||||
500 | JPY | Ebara Corp. | 19,587 | |||||||
3,320 | PHP | International Container Terminal Services, Inc. | 11,696 | |||||||
375 | KRW | Korea Aerospace Industries, Ltd. | 16,492 | |||||||
2,800 | EUR | Leonardo S.p.A | 26,227 | |||||||
700 | EUR | Rexel, SA | 12,441 | |||||||
200 | EUR | Rheinmetall, AG | 36,675 | |||||||
1,200 | JPY | Sojitz Corp. | 18,236 | |||||||
655 | CAD | Stantec, Inc. | 32,322 | |||||||
1,300 | JPY | THK Company, Ltd. | 27,580 | |||||||
|
|
| ||||||||
326,972 | ||||||||||
|
|
| ||||||||
Information Technology (12.2%) | ||||||||||
190 | EUR | Alten, SA | 25,734 | |||||||
239 | CyberArk Software, Ltd.# | 31,101 | ||||||||
5,000 | TWD | E Ink Holdings, Inc. | 32,894 | |||||||
13,000 | HKD | Kingdee International Software Group Company, Ltd.# | 28,068 | |||||||
885 | EUR | Lectra | 31,106 | |||||||
400 | JPY | SCREEN Holdings Company, Ltd. | 28,948 | |||||||
5,300 | BRL | TOTVS, SA | 27,012 | |||||||
|
|
| ||||||||
204,863 | ||||||||||
|
|
| ||||||||
Materials (7.2%) | ||||||||||
20,700 | AED | Fertiglobe, PLC | 27,036 | |||||||
3,990 | AUD | IGO, Ltd. | 31,265 | |||||||
400 | JPY | Kureha Corp. | 30,422 | |||||||
990 | AUD | OZ Minerals, Ltd. | 13,222 | |||||||
3,675 | Yamana Gold, Inc. | 17,566 | ||||||||
|
|
| ||||||||
119,511 | ||||||||||
|
|
| ||||||||
Real Estate (1.3%) | ||||||||||
125 | EUR | VGP, NV | 21,954 | |||||||
|
|
| ||||||||
Utilities (0.7%) | ||||||||||
11,200 | GBP | Centrica, PLC# | 12,001 | |||||||
|
|
| ||||||||
TOTAL COMMON STOCKS (Cost $1,671,209) | 1,490,577 | |||||||||
|
|
| ||||||||
EXCHANGE-TRADED FUND (2.1%) | ||||||||||
Other (2.1%) | ||||||||||
660 | iShares MSCI India Small-Cap ETF (Cost $37,403) | 34,756 | ||||||||
|
| |||||||||
TOTAL INVESTMENTS (91.1%) (Cost $1,708,612) | 1,525,333 | |||||||||
|
|
| ||||||||
OTHER ASSETS, LESS LIABILITIES (8.9%) | 149,623 | |||||||||
|
|
| ||||||||
NET ASSETS (100.0%) | $ | 1,674,956 | ||||||||
|
|
FORWARD FOREIGN CURRENCY CONTRACTS
COUNTERPARTY | LONG CONTRACTS | SETTLEMENT DATE | LOCAL CURRENCY | CURRENT VALUE | UNREALIZED GAIN/LOSS | |||||||||||||||
JPMorgan Chase Bank N.A. | | British Pound Sterling | | 09/29/22 | 44,000 | $ | 53,672 | $ | 828 | |||||||||||
|
| |||||||||||||||||||
$ | 828 | |||||||||||||||||||
|
|
See accompanying Notes to Schedule of Investments
57
Calamos International Small Cap Growth Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
NOTES TO SCHEDULE OF INVESTMENTS
# | Non-income producing security. |
* | Securities issued and sold pursuant to a Rule 144A transaction are exempted from the registration requirement of the Securities Act of 1933, as amended. These securities may only be sold to qualified institutional buyers (QIBs), such as the Fund. Any resale of these securities must generally be effected through a sale that is registered under the Act or otherwise exempted from such registration requirements. |
FOREIGN CURRENCY ABBREVIATIONS | ||
AED | UAE Dirham | |
AUD | Australian Dollar | |
BRL | Brazilian Real | |
CAD | Canadian Dollar | |
DKK | Danish Krone | |
EUR | European Monetary Unit | |
GBP | British Pound Sterling | |
HKD | Hong Kong Dollar | |
IDR | Indonesian Rupiah | |
JPY | Japanese Yen | |
KRW | South Korean Won | |
MXN | Mexican Peso | |
PHP | Philippine Peso | |
SEK | Swedish Krona | |
THB | Thai Baht | |
TWD | New Taiwan Dollar |
Note: Value for securities denominated in foreign currencies is shown in U.S. dollars. The principal amount for such securities is shown in the respective foreign currency.
See accompanying Notes to Schedule of Investments
58
Calamos International Small Cap Growth Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
CURRENCY EXPOSURE JULY 31, 2022
Value | % of Total Investments | |||||||
European Monetary Unit | $ | 378,654 | 24.8 | % | ||||
Japanese Yen | 243,631 | 16.0 | % | |||||
British Pound Sterling | 194,577 | 12.8 | % | |||||
Canadian Dollar | 131,242 | 8.6 | % | |||||
US Dollar | 127,331 | 8.3 | % | |||||
Australian Dollar | 115,669 | 7.6 | % | |||||
Hong Kong Dollar | 94,681 | 6.2 | % | |||||
Thai Baht | 34,291 | 2.2 | % | |||||
New Taiwan Dollar | 32,894 | 2.2 | % | |||||
Danish Krone | 32,834 | 2.1 | % | |||||
South Korean Won | 32,253 | 2.1 | % | |||||
UAE Dirham | 27,036 | 1.8 | % | |||||
Brazilian Real | 27,012 | 1.8 | % | |||||
Mexican Peso | 15,129 | 1.0 | % | |||||
Indonesian Rupiah | 14,876 | 1.0 | % | |||||
Philippine Peso | 11,696 | 0.8 | % | |||||
Swedish Krona | 11,527 | 0.7 | % | |||||
|
|
|
| |||||
Total Investments | $ | 1,525,333 | 100.0 | % |
Currency exposure may vary over time.
See accompanying Notes to Schedule of Investments
59
Calamos Global Sustainable Equities Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
NUMBER OF | VALUE | |||||||||
COMMON STOCKS (95.1%) | ||||||||||
Communication Services (5.4%) | ||||||||||
1,540 | Alphabet, Inc. - Class A# | $ | 179,133 | |||||||
1,489 | CAD | BCE, Inc. | 75,232 | |||||||
227,274 | KES | Safaricom, PLC | 56,490 | |||||||
1,619 | Verizon Communications, Inc. | 74,782 | ||||||||
|
|
| ||||||||
385,637 | ||||||||||
|
|
| ||||||||
Consumer Discretionary (11.1%) | ||||||||||
333 | Aptiv, PLC# | 34,928 | ||||||||
390 | Bright Horizons Family Solutions, Inc.# | 36,531 | ||||||||
1,500 | HKD | BYD Company, Ltd. - Class H | 54,879 | |||||||
2,080 | EUR | Cie Generale des Etablissements Michelin SCA | 58,208 | |||||||
448 | EUR | EssilorLuxottica, SA | 70,239 | |||||||
1,035 | GBP | Greggs, PLC | 25,805 | |||||||
1,684 | EUR | Industria de Diseno Textil, SA | 40,899 | |||||||
52 | EUR | Kering, SA | 29,770 | |||||||
2,012 | Levi Strauss & Company - Class A | 38,067 | ||||||||
371 | NIKE, Inc. - Class B | 42,635 | ||||||||
1,160 | Sony Group Corp. | 99,052 | ||||||||
874 | Starbucks Corp. | 74,098 | ||||||||
565 | Target Corp. | 92,310 | ||||||||
1,128 | TJX Companies, Inc. | 68,988 | ||||||||
173 | Tractor Supply Company | 33,126 | ||||||||
|
|
| ||||||||
799,535 | ||||||||||
|
|
| ||||||||
Consumer Staples (5.8%) | ||||||||||
146 | Costco Wholesale Corp. | 79,030 | ||||||||
727 | Darling Ingredients, Inc.# | 50,366 | ||||||||
3,135 | EUR | Jeronimo Martins SGPS, SA | 72,566 | |||||||
653 | EUR | Kerry Group, PLC - Class A | 68,925 | |||||||
2,744 | EUR | Koninklijke Ahold Delhaize, NV | 75,566 | |||||||
123 | EUR | LOreal, SA | 46,501 | |||||||
326 | McCormick & Company, Inc. | 28,476 | ||||||||
|
|
| ||||||||
421,430 | ||||||||||
|
|
| ||||||||
Financials (13.3%) | ||||||||||
5,400 | HKD | AIA Group, Ltd. | 54,252 | |||||||
9,694 | GBP | Aviva, PLC | 46,946 | |||||||
1,525 | Bank of New York Mellon Corp. | 66,276 | ||||||||
171,583 | IDR | Bank Rakyat Indonesia Persero, Tbk PT | 50,650 | |||||||
355 | Credicorp, Ltd. | 45,937 | ||||||||
3,424 | NOK | DNB Bank, ASA | 67,541 | |||||||
8,484 | MXN | Grupo Financiero Banorte, SAB de CV - Class O | 48,352 | |||||||
1,700 | HKD | Hang Seng Bank, Ltd. | 27,422 | |||||||
1,170 | HDFC Bank, Ltd. | 73,476 | ||||||||
900 | HKD | Hong Kong Exchanges & Clearing, Ltd. | 41,301 | |||||||
425 | Intercontinental Exchange, Inc. | 43,346 | ||||||||
6,838 | Itau Unibanco Holding, SA | 30,771 | ||||||||
196 | Jones Lang LaSalle, Inc.# | 37,371 | ||||||||
1,100 | EUR | KBC Group, NV | 57,615 | |||||||
77 | MSCI, Inc. - Class A | 37,063 | ||||||||
3,600 | JPY | ORIX Corp. | 64,159 | |||||||
387 | PNC Financial Services Group, Inc. | 64,219 | ||||||||
98 | SVB Financial Group# | 39,548 |
NUMBER OF | VALUE | |||||||||
376 | Travelers Companies, Inc. | $ | 59,671 | |||||||
|
|
| ||||||||
955,916 | ||||||||||
|
|
| ||||||||
Health Care (12.0%) | ||||||||||
238 | AUD | Cochlear, Ltd. | 35,873 | |||||||
215 | DKK | Coloplast, A/S - Class B | 25,163 | |||||||
289 | AUD | CSL, Ltd. | 58,845 | |||||||
1,284 | CVS Health Corp. | 122,853 | ||||||||
613 | GBP | Dechra Pharmaceuticals, PLC | 27,587 | |||||||
551 | Edwards Lifesciences Corp.# | 55,397 | ||||||||
1,977 | NZD | Fisher & Paykel Healthcare Corp, Ltd. | 26,438 | |||||||
789 | Gilead Sciences, Inc. | 47,143 | ||||||||
911 | Merck & Company, Inc. | 81,389 | ||||||||
365 | EUR | Merck KGaA | 69,518 | |||||||
559 | DKK | Novo Nordisk, A/S - Class B | 65,109 | |||||||
229 | CHF | Roche Holding, AG | 76,029 | |||||||
210 | CHF | Straumann Holding, AG | 28,403 | |||||||
500 | JPY | Sysmex Corp. | 35,006 | |||||||
186 | Thermo Fisher Scientific, Inc. | 111,304 | ||||||||
|
|
| ||||||||
866,057 | ||||||||||
|
|
| ||||||||
Industrials (15.4%) | ||||||||||
1,339 | SEK | Assa Abloy, AB - Class B | 31,635 | |||||||
3,028 | SEK | Atlas Copco, AB - Class A | 35,395 | |||||||
1,061 | Canadian Pacific Railway, Ltd. | 83,681 | ||||||||
500 | JPY | Daifuku Company, Ltd. | 31,883 | |||||||
199 | Deere & Company | 68,293 | ||||||||
900 | JPY | East Japan Railway Company | 46,986 | |||||||
1,836 | SEK | Epiroc, AB - Class A | 32,464 | |||||||
561 | Ferguson, PLC | 70,731 | ||||||||
132 | Generac Holdings, Inc.# | 35,416 | ||||||||
1,105 | GBP | Intertek Group, PLC | 59,057 | |||||||
367 | EUR | Kingspan Group, PLC | 23,755 | |||||||
121 | CHF | Kuehne + Nagel International, AG | 32,588 | |||||||
1,163 | MillerKnoll, Inc. | 35,018 | ||||||||
1,000 | JPY | Nidec Corp. | 69,494 | |||||||
632 | Quanta Services, Inc. | 87,677 | ||||||||
1,100 | JPY | Recruit Holdings Company, Ltd. | 41,110 | |||||||
153 | Rockwell Automation, Inc. | 39,058 | ||||||||
580 | EUR | Siemens, AG | 64,696 | |||||||
214 | Trane Technologies, PLC | 31,456 | ||||||||
388 | United Parcel Service, Inc. - Class B | 75,617 | ||||||||
500 | Waste Management, Inc. | 82,280 | ||||||||
387 | Xylem, Inc. | 35,616 | ||||||||
|
|
| ||||||||
1,113,906 | ||||||||||
|
|
| ||||||||
Information Technology (19.9%) | ||||||||||
137 | Accenture, PLC - Class A | 41,957 | ||||||||
109 | Adobe, Inc.# | 44,703 | ||||||||
619 | EUR | Amadeus IT Group, SA# | 36,094 | |||||||
1,534 | Apple, Inc. | 249,290 | ||||||||
915 | Applied Materials, Inc. | 96,972 | ||||||||
1,500 | Cisco Systems, Inc. | 68,055 | ||||||||
668 | EUR | Dassault Systemes, SE | 28,652 | |||||||
2,163 | EUR | Infineon Technologies, AG | 59,319 | |||||||
104 | Intuit, Inc. | 47,442 | ||||||||
940 | Microsoft Corp. | 263,895 | ||||||||
398 | NVIDIA Corp. | 72,289 | ||||||||
500 | JPY | Omron Corp. | 27,964 | |||||||
429 | PayPal Holdings, Inc.# | 37,121 | ||||||||
97 | KRW | Samsung SDI Company, Ltd. | 42,636 | |||||||
362 | EUR | SAP, SE | 33,765 |
See accompanying Notes to Schedule of Investments
60
Calamos Global Sustainable Equities Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
NUMBER OF | VALUE | |||||||||
1,108 | Taiwan Semiconductor Mfg (ADR) | $ | 98,036 | |||||||
481 | TE Connectivity, Ltd. | 64,324 | ||||||||
257 | Texas Instruments, Inc. | 45,975 | ||||||||
352 | Visa, Inc. - Class A | 74,663 | ||||||||
|
|
| ||||||||
1,433,152 | ||||||||||
|
|
| ||||||||
Materials (6.1%) | ||||||||||
414 | EUR | Air Liquide, SA | 56,918 | |||||||
934 | Ball Corp. | 68,574 | ||||||||
357 | GBP | Croda International, PLC | 32,648 | |||||||
465 | Ecolab, Inc. | 76,804 | ||||||||
14,919 | BRL | Klabin, SA | 57,466 | |||||||
282 | EUR | Koninklijke DSM, NV | 45,162 | |||||||
156 | EUR | Linde, PLC# | 47,242 | |||||||
491 | DKK | Novozymes, A/S - Class B | 31,365 | |||||||
109 | CHF | Sika, AG | 26,933 | |||||||
|
|
| ||||||||
443,112 | ||||||||||
|
|
| ||||||||
Real Estate (2.6%) | ||||||||||
270 | American Tower Corp. | 73,124 | ||||||||
22,300 | SGD | Capitaland Investment, Ltd. | 63,451 | |||||||
407 | Prologis, Inc. | 53,952 | ||||||||
|
|
| ||||||||
190,527 | ||||||||||
|
|
| ||||||||
Utilities (3.5%) | ||||||||||
238 | American Water Works Company, Inc. | 36,995 | ||||||||
57,330 | HKD | China Water Affairs Group, Ltd. | 51,460 | |||||||
1,288 | EUR | EDP Renovaveis, SA | 33,500 | |||||||
4,987 | COP | Interconexion Electrica, SA ESP | 23,964 | |||||||
273 | DKK | Orsted, A/S* | 31,782 | |||||||
11,857 | INR | Power Grid Corp. of India, Ltd. | 32,139 | |||||||
5,837 | EUR | Terna - Rete Elettrica Nazionale | 44,687 | |||||||
|
|
| ||||||||
254,527 | ||||||||||
|
|
| ||||||||
TOTAL COMMON STOCKS (Cost $7,703,163) | 6,863,799 | |||||||||
|
| |||||||||
| TOTAL INVESTMENTS (95.1%) | 6,863,799 | ||||||||
|
| |||||||||
OTHER ASSETS, LESS LIABILITIES (4.9%) | 351,524 | |||||||||
|
|
| ||||||||
NET ASSETS (100.0%) | $ | 7,215,323 | ||||||||
|
|
NOTES TO SCHEDULE OF INVESTMENTS
# | Non-income producing security. |
* | Securities issued and sold pursuant to a Rule 144A transaction are exempted from the registration requirement of the Securities Act of 1933, as amended. These securities may only be sold to qualified institutional buyers (QIBs), such as the Fund. Any resale of these securities must generally be effected through a sale that is registered under the Act or otherwise exempted from such registration requirements. |
FOREIGN CURRENCY ABBREVIATIONS | ||
AUD | Australian Dollar | |
BRL | Brazilian Real | |
CAD | Canadian Dollar | |
CHF | Swiss Franc | |
COP | Colombian Peso | |
DKK | Danish Krone | |
EUR | European Monetary Unit | |
GBP | British Pound Sterling | |
HKD | Hong Kong Dollar | |
IDR | Indonesian Rupiah | |
INR | Indian Rupee | |
JPY | Japanese Yen | |
KES | Kenyan Shilling | |
KRW | South Korean Won | |
MXN | Mexican Peso | |
NOK | Norwegian Krone | |
NZD | New Zealand Dollar | |
SEK | Swedish Krona | |
SGD | Singapore Dollar |
Note: Value for securities denominated in foreign currencies is shown in U.S. dollars.
See accompanying Notes to Schedule of Investments
61
Calamos Global Sustainable Equities Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
CURRENCY EXPOSURE JULY 31, 2022
Value | % of Total Investments | |||||||
US Dollar | $ | 4,006,300 | 58.4 | % | ||||
European Monetary Unit | 1,063,597 | 15.5 | % | |||||
Japanese Yen | 316,602 | 4.6 | % | |||||
Hong Kong Dollar | 229,314 | 3.3 | % | |||||
British Pound Sterling | 192,043 | 2.8 | % | |||||
Swiss Franc | 163,953 | 2.4 | % | |||||
Danish Krone | 153,419 | 2.2 | % | |||||
Swedish Krona | 99,494 | 1.5 | % | |||||
Australian Dollar | 94,718 | 1.4 | % | |||||
Canadian Dollar | 75,232 | 1.1 | % | |||||
Norwegian Krone | 67,541 | 1.0 | % | |||||
Singapore Dollar | 63,451 | 0.9 | % | |||||
Brazilian Real | 57,466 | 0.8 | % | |||||
Kenyan Shilling | 56,490 | 0.8 | % | |||||
Indonesian Rupiah | 50,650 | 0.7 | % | |||||
Mexican Peso | 48,352 | 0.7 | % | |||||
South Korean Won | 42,636 | 0.6 | % | |||||
Indian Rupee | 32,139 | 0.5 | % | |||||
New Zealand Dollar | 26,438 | 0.4 | % | |||||
Colombian Peso | 23,964 | 0.4 | % | |||||
|
|
|
| |||||
Total Investments | $ | 6,863,799 | 100.0 | % |
Currency exposure may vary over time.
See accompanying Notes to Schedule of Investments
62
Calamos Total Return Bond Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
PRINCIPAL | VALUE | |||||||||
CORPORATE BONDS (41.5%) | ||||||||||
Airlines (2.8%) | ||||||||||
203,541 | Air Canada Pass Through Trust Series 2015-1, Class B* 3.875%, 09/15/24 | $ | 199,972 | |||||||
106,601 | Air Canada Pass Through Trust Series 2015-2, Class AA* 3.750%, 06/15/29 | 99,634 | ||||||||
189,720 | Alaska Airlines Pass Through Trust Series 2020-1, Class A* 4.800%, 02/15/29 | 187,259 | ||||||||
87,397 | British Airways Pass Through Trust Series 2013-1, Class A* 4.625%, 12/20/25 | 85,771 | ||||||||
117,554 | British Airways Pass Through Trust Series 2019-1, Class A* 3.350%, 12/15/30 | 103,320 | ||||||||
133,540 | JetBlue Pass Through Trust Series 2019-1, Class AA 2.750%, 11/15/33 | 116,193 | ||||||||
75,000 | Spirit Loyalty Cayman, Ltd. / Spirit IP Cayman, Ltd.* 8.000%, 09/20/25 | 78,239 | ||||||||
136,088 | United Airlines Pass Through Trust Series 2018-1, Class B 4.600%, 09/01/27 | 124,260 | ||||||||
|
|
| ||||||||
994,648 | ||||||||||
|
|
| ||||||||
Communication Services (1.7%) | ||||||||||
150,000 | Comcast Corp. 3.900%, 03/01/38 | 142,037 | ||||||||
110,000 | Hughes Satellite Systems Corp. 5.250%, 08/01/26 | 111,676 | ||||||||
105,000 | Sirius XM Radio, Inc.* 3.125%, 09/01/26 | 99,019 | ||||||||
100,000 | United States Cellular Corp. 6.700%, 12/15/33 | 99,516 | ||||||||
150,000 | Verizon Communications, Inc. 4.016%, 12/03/29 | 150,252 | ||||||||
|
|
| ||||||||
602,500 | ||||||||||
|
|
| ||||||||
Consumer Discretionary (2.2%) | ||||||||||
150,000 | Cargill, Inc.* 3.125%, 05/25/51 | 121,912 | ||||||||
130,000 | Delta Air Lines Pass Through Trust Series 2019-1, Class AA 3.204%, 10/25/25 | 126,034 | ||||||||
200,000 | Ford Motor Credit Company, LLC 4.000%, 11/13/30 | 177,654 | ||||||||
100,000 | GLP Capital, LP / GLP Financing II, Inc. 3.250%, 01/15/32 | 84,944 | ||||||||
100,000 | goeasy, Ltd.*^ 4.375%, 05/01/26 | 86,199 | ||||||||
100,000 | M/I Homes, Inc. 3.950%, 02/15/30 | 83,543 | ||||||||
100,000 | NIKE, Inc. 2.850%, 03/27/30 | 95,776 | ||||||||
|
|
| ||||||||
776,062 | ||||||||||
|
|
|
PRINCIPAL | VALUE | |||||||||
Consumer Staples (2.4%) | ||||||||||
125,000 | Anheuser-Busch InBev Worldwide, Inc. 3.500%, 06/01/30 | $ | 122,979 | |||||||
125,000 | Archer-Daniels-Midland Company 3.250%, 03/27/30 | 122,018 | ||||||||
125,000 | Costco Wholesale Corp. 1.600%, 04/20/30 | 109,726 | ||||||||
100,000 | Edgewell Personal Care Company* 4.125%, 04/01/29 | 89,864 | ||||||||
125,000 | Hershey Company 1.700%, 06/01/30 | 109,066 | ||||||||
200,000 | JBS USA LUX, SA / JBS USA Food Company / JBS USA Finance, Inc.* 5.500%, 01/15/30 | 195,116 | ||||||||
100,000 | Kimberly-Clark Corp. 3.100%, 03/26/30 | 97,267 | ||||||||
|
|
| ||||||||
846,036 | ||||||||||
|
|
| ||||||||
Energy (0.6%) | ||||||||||
175,000 | Energy Transfer, LP 5.800%, 11/01/66 3 mo. USD LIBOR + 3.02% | 123,636 | ||||||||
100,000 | EQT Corp.* 3.125%, 05/15/26 | 96,487 | ||||||||
|
|
| ||||||||
220,123 | ||||||||||
|
|
| ||||||||
Financials (15.7%) | ||||||||||
115,000 | Ally Financial, Inc. 4.700%, 05/15/26 5 year CMT + 3.87% | 96,965 | ||||||||
100,000 | American Finance Trust, Inc. / American Finance Operating Partner, LP* 4.500%, 09/30/28 | 80,715 | ||||||||
150,000 | Ares Capital Corp. 3.250%, 07/15/25 | 141,537 | ||||||||
100,000 | Aviation Capital Group, LLC* 3.500%, 11/01/27 | 87,882 | ||||||||
125,000 | AXIS Specialty Finance, PLC 4.000%, 12/06/27 | 123,101 | ||||||||
100,000 | Bank of America Corp. 2.087%, 06/14/29 SOFR + 1.06% | 88,478 | ||||||||
Bank of Montreal | ||||||||||
150,000 | 3.088%, 01/10/37 5 year CMT + 1.40% | 125,724 | ||||||||
75,000 | 4.800%, 08/25/24 5 year CMT + 2.98% | 70,945 | ||||||||
150,000 | Berkshire Hathaway Finance Corp. 4.250%, 01/15/49 | 147,685 | ||||||||
125,000 | BP Capital Markets, PLC 4.875%, 03/22/30 5 year CMT + 4.40% | 114,081 | ||||||||
175,000 | Brookfield Finance, Inc. 2.724%, 04/15/31 | 155,020 | ||||||||
150,000 | Capital One Financial Corp. 2.359%, 07/29/32 SOFR + 1.34% | 118,964 |
See accompanying Notes to Schedule of Investments
63
Calamos Total Return Bond Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
PRINCIPAL | VALUE | |||||||||
100,000 | Charles Schwab Corp. 4.000%, 06/01/26 5 year CMT + 3.17% | $ | 90,864 | |||||||
150,000 | Citigroup, Inc. 3.875%, 02/18/26 5 year CMT + 3.42% | 137,607 | ||||||||
150,000 | Duke Realty, LP 2.875%, 11/15/29 | 138,384 | ||||||||
100,000 | Essential Properties, LP 2.950%, 07/15/31 | 80,153 | ||||||||
100,000 | Essex Portfolio, LP 1.700%, 03/01/28 | 87,545 | ||||||||
100,000 | Fifth Third Bancorp 2.550%, 05/05/27 | 94,185 | ||||||||
125,000 | Franklin Resources, Inc. 2.850%, 03/30/25 | 122,797 | ||||||||
100,000 | Global Net Lease, Inc. / Global Net Lease Operating Partnership, LP* 3.750%, 12/15/27 | 87,721 | ||||||||
125,000 | Globe Life, Inc. 4.550%, 09/15/28 | 127,061 | ||||||||
150,000 | Goldman Sachs Group, Inc.^ 3.800%, 05/10/26 5 year CMT + 2.97% | 130,689 | ||||||||
250,000 | ILFC E-Capital Trust II* 5.100%, 12/21/65 3 mo. USD LIBOR + 1.80% | 191,945 | ||||||||
100,000 | Iron Mountain, Inc.* 5.250%, 03/15/28 | 96,117 | ||||||||
125,000 | JPMorgan Chase & Company^ 3.650%, 06/01/26 5 year CMT + 2.85% | 114,505 | ||||||||
200,000 | Lloyds Banking Group, PLC 1.627%, 05/11/27 1 year CMT + 0.85% | 180,068 | ||||||||
200,000 | LSEGA Financing, PLC* 2.000%, 04/06/28 | 179,514 | ||||||||
125,000 | Markel Corp. 3.500%, 11/01/27 | 122,102 | ||||||||
100,000 | MetLife, Inc. 6.400%, 12/15/66 | 104,737 | ||||||||
200,000 | Nordea Bank Abp* 3.750%, 03/01/29 5 year CMT + 2.60% | 154,724 | ||||||||
118,000 | PartnerRe Finance B, LLC 4.500%, 10/01/50 5 year CMT + 3.82% | 104,187 | ||||||||
100,000 | Primerica, Inc. 2.800%, 11/19/31 | 86,777 | ||||||||
125,000 | Prologis, LP 2.250%, 04/15/30 | 112,511 | ||||||||
100,000 | Radian Group, Inc. 4.500%, 10/01/24 | 98,788 | ||||||||
125,000 | Reinsurance Group of America, Inc.^ 3.900%, 05/15/29 | 120,978 | ||||||||
125,000 | RenaissanceRe Finance, Inc.^ 3.450%, 07/01/27 | 121,088 | ||||||||
125,000 | Royal Bank of Canada 0.875%, 01/20/26 | 113,988 | ||||||||
150,000 | SLM Corp. 3.125%, 11/02/26 | 131,724 | ||||||||
150,000 | State Street Corp. 2.354%, 11/01/25 SOFR + 0.94% | 146,617 |
PRINCIPAL | VALUE | |||||||||
SVB Financial Group | ||||||||||
125,000 | 4.000%, 05/15/26 5 year CMT + 3.20% | $ | 102,409 | |||||||
100,000 | 2.100%, 05/15/28 | 87,001 | ||||||||
125,000 | Travelers Companies, Inc. 2.550%, 04/27/50 | 91,275 | ||||||||
125,000 | US Bancorp 3.700%, 01/15/27 5 year CMT + 2.54% | 104,941 | ||||||||
200,000 | USAA Capital Corp.* 2.125%, 05/01/30 | 177,884 | ||||||||
125,000 | Ventas Realty, LP 4.000%, 03/01/28 | 122,555 | ||||||||
150,000 | VICI Properties, LP / VICI Note Company, Inc.* 3.500%, 02/15/25 | 142,527 | ||||||||
125,000 | Wells Fargo & Company 4.400%, 06/14/46 | 113,323 | ||||||||
|
|
| ||||||||
5,570,388 | ||||||||||
|
|
| ||||||||
Health Care (2.4%) | ||||||||||
100,000 | Bausch Health Companies, Inc.* 5.500%, 11/01/25 | 89,775 | ||||||||
100,000 | Charles River Laboratories International, Inc.* 3.750%, 03/15/29 | 93,206 | ||||||||
150,000 | CVS Health Corp. 4.780%, 03/25/38 | 149,709 | ||||||||
DaVita, Inc.* | ||||||||||
100,000 | 4.625%, 06/01/30 | 82,403 | ||||||||
23,000 | 3.750%, 02/15/31 | 17,621 | ||||||||
100,000 | Elanco Animal Health, Inc. 6.400%, 08/28/28 | 102,392 | ||||||||
100,000 | Health Care Service Corp. A Mutual Legal Reserve Company* 1.500%, 06/01/25 | 93,892 | ||||||||
150,000 | Johnson & Johnson 3.400%, 01/15/38 | 142,241 | ||||||||
100,000 | Royalty Pharma, PLC 2.200%, 09/02/30 | 84,689 | ||||||||
|
|
| ||||||||
855,928 | ||||||||||
|
|
| ||||||||
Industrials (4.7%) | ||||||||||
150,000 | 3M Company^ 3.700%, 04/15/50 | 135,141 | ||||||||
125,000 | Air Lease Corp. 4.650%, 06/15/26 5 year CMT + 4.08% | 109,906 | ||||||||
150,000 | Albertsons Companies, Inc. / Safeway, Inc. / New Albertsons, LP / Albertsons, LLC* 4.625%, 01/15/27 | 142,513 | ||||||||
14,000 | Avolon Holdings Funding, Ltd.* 2.528%, 11/18/27 | 11,595 | ||||||||
125,000 | Beacon Roofing Supply, Inc.* 4.500%, 11/15/26 | 121,366 | ||||||||
100,000 | EnerSys* 4.375%, 12/15/27 | 92,108 | ||||||||
80,000 | GXO Logistics, Inc. 1.650%, 07/15/26 | 70,283 | ||||||||
100,000 | Hawaiian Brand Intellectual Property, Ltd. / HawaiianMiles Loyalty, Ltd.* 5.750%, 01/20/26 | 97,466 | ||||||||
100,000 | Honeywell International, Inc. 1.950%, 06/01/30 | 89,863 |
See accompanying Notes to Schedule of Investments
64
Calamos Total Return Bond Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
PRINCIPAL | VALUE | |||||||||
125,000 | Infor, Inc.* 1.750%, 07/15/25 | $ | 117,183 | |||||||
150,000 | Moog, Inc.* 4.250%, 12/15/27 | 140,249 | ||||||||
121,000 | QVC, Inc. 4.375%, 09/01/28 | 94,480 | ||||||||
125,000 | Roper Technologies, Inc. 1.400%, 09/15/27 | 110,623 | ||||||||
250,000 | SMBC Aviation Capital Finance DAC* 1.900%, 10/15/26 | 218,337 | ||||||||
125,000 | TransDigm, Inc.* 6.250%, 03/15/26 | 125,696 | ||||||||
|
|
| ||||||||
1,676,809 | ||||||||||
|
|
| ||||||||
Information Technology (3.4%) | ||||||||||
150,000 | Apple, Inc. 4.375%, 05/13/45 | 156,787 | ||||||||
150,000 | Block, Inc. 2.750%, 06/01/26 | 140,165 | ||||||||
125,000 | CGI, Inc. 1.450%, 09/14/26 | 112,359 | ||||||||
125,000 | Fortinet, Inc. 2.200%, 03/15/31 | 104,170 | ||||||||
100,000 | Intuit, Inc.^ 0.950%, 07/15/25 | 93,754 | ||||||||
157,000 | Microsoft Corp. 4.100%, 02/06/37 | 167,800 | ||||||||
125,000 | NVIDIA Corp. 3.500%, 04/01/40 | 115,601 | ||||||||
100,000 | TTM Technologies, Inc.*^ 4.000%, 03/01/29 | 88,012 | ||||||||
100,000 | Twilio, Inc. 3.625%, 03/15/29 | 87,985 | ||||||||
150,000 | VMware, Inc. - Class A 1.800%, 08/15/28 | 128,412 | ||||||||
|
|
| ||||||||
1,195,045 | ||||||||||
|
|
| ||||||||
Materials (0.7%) | ||||||||||
150,000 | Clearwater Paper Corp.* 5.375%, 02/01/25 | 149,096 | ||||||||
100,000 | Georgia-Pacific, LLC* 3.600%, 03/01/25 | 99,993 | ||||||||
|
|
| ||||||||
249,089 | ||||||||||
|
|
| ||||||||
Real Estate (2.1%) | ||||||||||
150,000 | EPR Properties 4.950%, 04/15/28 | 140,238 | ||||||||
100,000 | Federal Realty OP, LP 1.250%, 02/15/26 | 91,014 | ||||||||
125,000 | Forestar Group, Inc.* 3.850%, 05/15/26 | 110,771 | ||||||||
100,000 | Healthpeak Properties, Inc. 3.250%, 07/15/26 | 97,748 | ||||||||
100,000 | Public Storage^ 2.300%, 05/01/31 | 88,200 | ||||||||
125,000 | Service Properties Trust 3.950%, 01/15/28 | 93,155 | ||||||||
125,000 | Tanger Properties, LP^ 3.875%, 07/15/27 | 119,669 | ||||||||
|
|
| ||||||||
740,795 | ||||||||||
|
|
|
PRINCIPAL | VALUE | |||||||||
Utilities (2.8%) | ||||||||||
150,000 | Berkshire Hathaway Energy Company 3.800%, 07/15/48 | $ | 133,669 | |||||||
100,000 | Consolidated Edison Company of New York, Inc. 3.350%, 04/01/30 | 97,048 | ||||||||
150,000 | Duke Energy Carolinas, LLC 3.700%, 12/01/47 | 132,929 | ||||||||
100,000 | Entergy Texas, Inc. 1.500%, 09/01/26 | 90,917 | ||||||||
175,000 | Monongahela Power Company* 3.550%, 05/15/27 | 169,578 | ||||||||
150,000 | Northern States Power Company 3.750%, 12/01/47 | 124,371 | ||||||||
150,000 | Public Service Electric and Gas Company 3.600%, 12/01/47 | 131,759 | ||||||||
125,000 | Southern Company 3.750%, 09/15/51 5 year CMT + 2.92% | 110,586 | ||||||||
|
|
| ||||||||
990,857 | ||||||||||
|
|
| ||||||||
TOTAL CORPORATE BONDS (Cost $16,166,966) | 14,718,280 | |||||||||
|
|
| ||||||||
BANK LOANS (13.5%) ¡ | ||||||||||
Airlines (0.5%) | ||||||||||
185,000 | AAdvantage Loyalty IP, Ltd. 7.460%, 04/20/28 3 mo. LIBOR + 4.75% | 182,688 | ||||||||
|
|
| ||||||||
Communication Services (2.1%) | ||||||||||
293,782 | Go Daddy Operating Company, LLC 4.122%, 02/15/24 1 mo. LIBOR + 1.75% | 291,264 | ||||||||
162,547 | Nexstar Broadcasting, Inc. 4.872%, 09/18/26 1 mo. LIBOR + 2.50% | 161,043 | ||||||||
295,385 | SBA Senior Finance II, LLC 4.130%, 04/11/25 1 mo. LIBOR + 1.75% | 289,415 | ||||||||
|
|
| ||||||||
741,722 | ||||||||||
|
|
| ||||||||
Consumer Discretionary (0.7%) | ||||||||||
246,875 | Murphy USA, Inc. 3.470%, 01/31/28 1 mo. LIBOR + 1.75% | 247,338 | ||||||||
|
|
| ||||||||
Consumer Staples (0.8%) | ||||||||||
295,500 | Energizer Holdings, Inc. 4.500%, 12/22/27 1 mo. LIBOR + 2.25% | 284,788 | ||||||||
|
|
| ||||||||
Energy (0.1%) | ||||||||||
49,916 | DT Midstream, Inc. 4.372%, 06/26/28 1 mo. LIBOR + 2.00% | 50,023 | ||||||||
|
|
| ||||||||
Financials (0.9%) | ||||||||||
148,500 | Jazz Financing Lux Sarl 5.872%, 05/05/28 1 mo. LIBOR + 3.50% | 145,407 |
See accompanying Notes to Schedule of Investments
65
Calamos Total Return Bond Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
PRINCIPAL | VALUE | |||||||||
168,664 | Level 3 Financing, Inc. | $ | 162,681 | |||||||
|
|
| ||||||||
308,088 | ||||||||||
|
|
| ||||||||
Health Care (2.2%) | ||||||||||
296,250 | Catalent Pharma Solutions Inc. | 292,584 | ||||||||
64,350 | HCA, Inc. | 64,400 | ||||||||
166,975 | Icon Luxembourg Sarl | 164,351 | ||||||||
41,602 | Icon Luxembourg Sarl | 40,948 | ||||||||
256,737 | Mallinckrodt International Finance, SA | 214,513 | ||||||||
|
|
| ||||||||
776,796 | ||||||||||
|
|
| ||||||||
Industrials (4.5%) | ||||||||||
297,000 | AECOM Technology Corp. | 297,111 | ||||||||
246,585 | APi Group DE, Inc. | 242,239 | ||||||||
246,875 | Horizon Therapeutics USA, Inc. | 242,709 | ||||||||
316,000 | Spectrum Brands, Inc. | 304,545 | ||||||||
251,087 | United Rentals, Inc. | 251,338 | ||||||||
250,000 | XPO Logistics, Inc. | 244,746 | ||||||||
|
|
| ||||||||
1,582,688 | ||||||||||
|
|
| ||||||||
Information Technology (1.7%) | ||||||||||
123,125 | Camelot U.S. Acquisition, LLC | 120,355 | ||||||||
202,790 | ON Semiconductor Corp. | 202,500 | ||||||||
295,373 | Open Text Corp. | 295,526 | ||||||||
|
|
| ||||||||
618,381 | ||||||||||
|
|
| ||||||||
TOTAL BANK LOANS (Cost $4,910,353) | 4,792,512 | |||||||||
|
|
| ||||||||
SOVEREIGN BOND (1.0%) | ||||||||||
400,000 | Province of Ontario Canada | 355,368 | ||||||||
|
|
|
PRINCIPAL | VALUE | |||||||||
U.S. GOVERNMENT AND AGENCY SECURITIES (28.1%) | ||||||||||
Other (28.1%) | ||||||||||
Federal Home Loan Mortgage Corp. Pool | ||||||||||
162,840 | 4.000%, 05/01/49 | $ | 165,352 | |||||||
99,856 | 2.500%, 02/01/35 | 97,668 | ||||||||
Federal National Mortgage Association | ||||||||||
661,121 | 2.500%, 04/01/50 | 620,197 | ||||||||
582,183 | 3.000%, 04/01/50 | 564,793 | ||||||||
487,334 | 3.500%, 04/01/50 | 485,081 | ||||||||
295,782 | 3.000%, 07/01/46 | 289,341 | ||||||||
187,015 | 3.000%, 03/01/47 | 182,942 | ||||||||
165,398 | 3.500%, 08/01/47 | 165,790 | ||||||||
157,084 | 2.500%, 09/01/31 | 155,775 | ||||||||
144,069 | 3.500%, 11/01/49 | 143,785 | ||||||||
122,102 | 4.000%, 06/01/48 | 124,128 | ||||||||
120,318 | 3.000%, 02/01/33 | 120,921 | ||||||||
96,000 | 4.500%, 04/01/48 | 98,897 | ||||||||
83,905 | 3.500%, 02/01/49 | 84,053 | ||||||||
72,532 | 3.000%, 07/01/49 | 70,419 | ||||||||
62,758 | 3.000%, 01/01/35 | 62,559 | ||||||||
54,712 | 4.000%, 03/01/47 | 55,772 | ||||||||
Government National Mortgage Association II Pool | ||||||||||
168,322 | 3.500%, 10/20/47 | 169,476 | ||||||||
126,254 | 3.000%, 10/20/47 | 124,910 | ||||||||
U.S. Treasury Bond | ||||||||||
500,000 | 3.500%, 02/15/39 | 541,602 | ||||||||
500,000 | 3.000%, 05/15/47 | 476,445 | ||||||||
500,000 | 2.250%, 08/15/49 | 420,195 | ||||||||
500,000 | 2.000%, 02/15/50 | 397,109 | ||||||||
400,000 | 1.125%, 05/15/40 | 285,781 | ||||||||
300,000 | 3.000%, 02/15/49 | 292,406 | ||||||||
250,000 | 2.875%, 11/15/46 | 232,383 | ||||||||
125,000 | 2.375%, 11/15/49 | 108,115 | ||||||||
100,000 | 2.375%, 02/15/42 | 87,047 | ||||||||
775,872 | U.S. Treasury Inflation Indexed Bond | 764,401 | ||||||||
1,184,570 | U.S. Treasury Inflation Indexed Note | 1,216,118 | ||||||||
U.S. Treasury Note | ||||||||||
570,000 | 1.500%, 02/15/30 | 525,335 | ||||||||
500,000 | 1.875%, 02/15/32 | 466,836 | ||||||||
360,000 | 2.875%, 05/15/32^ | 366,441 | ||||||||
|
|
| ||||||||
TOTAL U.S. GOVERNMENT AND AGENCY SECURITIES (Cost $10,760,344) | 9,962,073 | |||||||||
|
|
| ||||||||
RESIDENTIAL MORTGAGE BACKED SECURITIES (8.2%) | ||||||||||
Other (8.2%) | ||||||||||
100,000 | BX Trust Series 2019-OC11, Class A* | 91,275 | ||||||||
Federal National Mortgage Association | ||||||||||
879,110 | 2.500%, 07/01/51 | 821,407 | ||||||||
858,422 | 2.000%, 07/01/36 | 817,445 | ||||||||
643,315 | 4.500%, 06/01/52 | 655,652 |
See accompanying Notes to Schedule of Investments
66
Calamos Total Return Bond Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
PRINCIPAL | VALUE | |||||||||
500,000 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 | $ | 523,310 | |||||||
|
|
| ||||||||
TOTAL RESIDENTIAL MORTGAGE BACKED SECURITIES (Cost $3,140,597) | 2,909,089 | |||||||||
|
|
| ||||||||
ASSET BACKED SECURITIES (6.5%) | ||||||||||
Financials (3.9%) | ||||||||||
127,226 | Commonbond Student Loan Trust Series 2021-AGS, Class A* | 118,266 | ||||||||
150,000 | Dell Equipment Finance Trust Series 2021-1, Class B* | 144,355 | ||||||||
100,000 | ELFI Graduate Loan Program 2022-A, LLC* | 100,128 | ||||||||
150,000 | Ford Credit Auto Owner Trust Series 2021-2, Class A* | 136,875 | ||||||||
150,000 | Hertz Vehicle Financing III, LP Series 2021-2A, Class A* | 135,505 | ||||||||
150,000 | Oscar US Funding Trust XII, LLC Series 2021-1A, Class A4* | 138,553 | ||||||||
110,000 | Pawnee Equipment Receivables, LLC Series 2022-1, Class A3* | 110,384 | ||||||||
237,000 | Progress Residentiall Trust Series 2021-SFR5, Class B* | 212,858 | ||||||||
7,312 | SoFi Professional Loan Program, LLC Series 2016-C, Class A2B* | 7,290 | ||||||||
126,349 | SoFi Professional Loan Program, LLC Series 2017-F, Class A2FX* | 123,895 | ||||||||
150,000 | Toyota Auto Loan Extended Note Trust 2019-1A* | 147,165 | ||||||||
|
|
| ||||||||
1,375,274 | ||||||||||
|
|
| ||||||||
Other (2.6%) | ||||||||||
150,000 | Aligned Data Centers Issuer, LLC Series 2021-1A, Class A2* | 134,807 | ||||||||
119,125 | CLI Funding VI, LLC Series 2020-3A, Class A* | 108,505 | ||||||||
147,756 | MVW Owner Trust Series 2019-1A, Class A* | 142,087 | ||||||||
123,250 | SCF Equipment Leasing, LLC 2020-1* | 120,576 | ||||||||
195,000 | SCF Equipment Leasing, LLC Series 2021-1A, Class A3* | 187,635 |
PRINCIPAL | VALUE | |||||||||
225,000 | Tesla Auto Lease Trust Series 2021-B, Class B* | $ | 211,659 | |||||||
|
|
| ||||||||
905,269 | ||||||||||
|
|
| ||||||||
TOTAL ASSET BACKED SECURITIES (Cost $2,417,792) | 2,280,543 | |||||||||
|
|
| ||||||||
NUMBER OF | VALUE | |||||||||
| INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED | | ||||||||
1,133,343 | State Street Navigator Securities Lending Government Money Market Portfolio, 2.001% | 1,133,343 | ||||||||
|
|
| ||||||||
| TOTAL INVESTMENTS (102.0%) | 36,151,208 | ||||||||
|
|
| ||||||||
| PAYABLE UPON RETURN OF SECURITIES ON LOAN | (1,133,343 | ) | |||||||
|
|
| ||||||||
OTHER ASSETS, LESS LIABILITIES (1.2%) | 418,260 | |||||||||
|
|
| ||||||||
NET ASSETS (100.0%) | $ | 35,436,125 | ||||||||
|
|
|
NOTES TO SCHEDULE OF INVESTMENTS
* | Securities issued and sold pursuant to a Rule 144A transaction are exempted from the registration requirement of the Securities Act of 1933, as amended. These securities may only be sold to qualified institutional buyers (QIBs), such as the Fund. Any resale of these securities must generally be effected through a sale that is registered under the Act or otherwise exempted from such registration requirements. |
^ | Security, or portion of security, is on loan. |
| Variable rate security. The rate shown is the rate in effect at July 31, 2022. |
¡ | Bank loans generally are subject to mandatory and/or optional prepayment. As a result, the actual remaining maturity of bank loans may be substantially less than the stated maturities shown. |
| Represents investment of cash collateral received from securities on loan as of July 31, 2022. |
See accompanying Notes to Schedule of Investments
67
Calamos High Income Opportunities Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
PRINCIPAL | VALUE | |||||||||
CORPORATE BONDS (83.3%) | ||||||||||
Airlines (2.2%) | ||||||||||
152,655 | Air Canada Pass Through Trust Series 2015-1, Class B* 3.875%, 09/15/24 | $ | 149,979 | |||||||
22,000 | Air Canada Pass Through Trust Series 2015-2, Class B* 5.000%, 06/15/25 | 21,559 | ||||||||
101,478 | Alaska Airlines Pass Through Trust Series 2020-1, Class A* 4.800%, 02/15/29 | 100,162 | ||||||||
61,357 | Alaska Airlines Pass Through Trust Series 2020-1, Class B* 8.000%, 02/15/27 | 64,438 | ||||||||
120,000 | American Airlines Pass Through Trust Series 2021-1, Class B 3.950%, 01/11/32 | 100,639 | ||||||||
American Airlines, Inc. / AAdvantage Loyalty IP, Ltd.* | ||||||||||
65,000 | 5.500%, 04/20/26 | 64,162 | ||||||||
22,000 | 5.750%, 04/20/29 | 21,092 | ||||||||
109,453 | British Airways Pass Through Trust Series 2021-1, Class B* 3.900%, 03/15/33 | 94,557 | ||||||||
66,636 | JetBlue Pass Through Trust Series 2020-1, Class B 7.750%, 05/15/30 | 67,197 | ||||||||
58,000 | Spirit Loyalty Cayman, Ltd. / Spirit IP Cayman, Ltd.* 8.000%, 09/20/25 | 60,505 | ||||||||
69,941 | United Airlines Pass Through Trust Series 2014-2, Class B 4.625%, 03/03/24 | 69,555 | ||||||||
43,422 | United Airlines Pass Through Trust Series 2019-2, Class B 3.500%, 11/01/29 | 37,614 | ||||||||
|
|
| ||||||||
851,459 | ||||||||||
|
|
| ||||||||
Communication Services (9.1%) | ||||||||||
200,000 | Altice France, SA* 5.500%, 10/15/29 | 172,962 | ||||||||
115,000 | APi Escrow Corp.* 4.750%, 10/15/29 | 97,051 | ||||||||
150,000 | Arrow Bidco, LLC* 9.500%, 03/15/24 | 151,299 | ||||||||
Audacy Capital Corp.* | ||||||||||
44,000 | 6.750%, 03/31/29 | 21,336 | ||||||||
44,000 | 6.500%, 05/01/27 | 21,834 | ||||||||
65,000 | Beasley Mezzanine Holdings, LLC*^ 8.625%, 02/01/26 | 49,580 | ||||||||
38,000 | Cincinnati Bell Telephone Company, LLC 6.300%, 12/01/28 | 34,792 | ||||||||
145,000 | Consolidated Communications, Inc.* 6.500%, 10/01/28 | 124,935 | ||||||||
CSC Holdings, LLC* | ||||||||||
250,000 | 5.375%, 02/01/28 | 237,752 | ||||||||
220,000 | 4.500%, 11/15/31 | 187,425 | ||||||||
215,000 | 5.750%, 01/15/30 | 173,705 |
PRINCIPAL | VALUE | |||||||||
Diamond Sports Group, LLC / Diamond Sports Finance Company* | ||||||||||
75,000 | 6.625%, 08/15/27 | $ | 7,417 | |||||||
55,000 | 5.375%, 08/15/26 | 12,061 | ||||||||
177,000 | DIRECTV Holdings, LLC / DIRECTV Financing Company, Inc.* 5.875%, 08/15/27 | 165,541 | ||||||||
89,000 | Embarq Corp. 7.995%, 06/01/36 | 73,452 | ||||||||
101,000 | Frontier California, Inc. 6.750%, 05/15/27 | 97,484 | ||||||||
Frontier Communications Holdings, LLC* | ||||||||||
60,000 | 5.000%, 05/01/28 | 56,398 | ||||||||
24,000 | 8.750%, 05/15/30 | 25,519 | ||||||||
101,000 | Frontier Florida, LLC@ 6.860%, 02/01/28 | 95,803 | ||||||||
140,000 | Frontier North, Inc.@ 6.730%, 02/15/28 | 133,612 | ||||||||
Go Daddy Operating Company, LLC / GD Finance Company, Inc.* | ||||||||||
90,000 | 3.500%, 03/01/29 | 80,331 | ||||||||
25,000 | 5.250%, 12/01/27 | 24,477 | ||||||||
30,000 | Hughes Satellite Systems Corp. 5.250%, 08/01/26 | 30,457 | ||||||||
Intelsat Jackson Holdings, SA@& | ||||||||||
70,000 | 9.750%, 07/15/25* | | ||||||||
50,000 | 5.500%, 08/01/23 | | ||||||||
65,097 | Ligado Networks, LLC* 15.500%, 11/01/23 15.500% PIK rate | 34,667 | ||||||||
Lumen Technologies, Inc. | ||||||||||
155,000 | 4.000%, 02/15/27* | 144,074 | ||||||||
101,000 | 7.600%, 09/15/39 | 81,876 | ||||||||
48,000 | 4.500%, 01/15/29* | 38,094 | ||||||||
48,000 | Match Group Holdings II, LLC*^ 3.625%, 10/01/31 | 40,761 | ||||||||
80,000 | Midas OpCo Holdings, LLC* 5.625%, 08/15/29 | 67,396 | ||||||||
Netflix, Inc. | ||||||||||
80,000 | 4.875%, 06/15/30* | 78,663 | ||||||||
45,000 | 4.875%, 04/15/28 | 44,700 | ||||||||
48,000 | Paramount Global 6.375%, 03/30/62 | 45,498 | ||||||||
Scripps Escrow II, Inc.* | ||||||||||
46,000 | 3.875%, 01/15/29 | 41,103 | ||||||||
23,000 | 5.375%, 01/15/31 | 19,633 | ||||||||
180,000 | Scripps Escrow, Inc.* 5.875%, 07/15/27 | 172,201 | ||||||||
Sirius XM Radio, Inc.* | ||||||||||
125,000 | 5.500%, 07/01/29 | 122,867 | ||||||||
72,000 | 4.000%, 07/15/28 | 66,920 | ||||||||
50,000 | 3.125%, 09/01/26 | 47,152 | ||||||||
24,000 | 3.875%, 09/01/31 | 20,634 | ||||||||
40,000 | Spanish Broadcasting System, Inc.*^ 9.750%, 03/01/26 | 32,323 | ||||||||
230,000 | Sprint Corp. 7.125%, 06/15/24 | 241,035 | ||||||||
80,000 | Telecom Italia Capital, SA 6.000%, 09/30/34 | 63,296 | ||||||||
48,000 | Telesat Canada / Telesat, LLC* 4.875%, 06/01/27 | 28,293 |
See accompanying Notes to Schedule of Investments
1
Calamos High Income Opportunities Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
PRINCIPAL | VALUE | |||||||||
76,000 | United States Cellular Corp. 6.700%, 12/15/33 | $ | 75,632 | |||||||
11,000 | Univision Communications, Inc.* 4.500%, 05/01/29 | 9,959 | ||||||||
|
|
| ||||||||
3,592,000 | ||||||||||
|
|
| ||||||||
Consumer Discretionary (14.4%) | ||||||||||
American Axle & Manufacturing, Inc. | ||||||||||
96,000 | 6.875%, 07/01/28 | 92,548 | ||||||||
9,000 | 5.000%, 10/01/29^ | 7,879 | ||||||||
Ashton Woods USA, LLC / Ashton Woods Finance Company* | ||||||||||
72,000 | 6.625%, 01/15/28 | 63,169 | ||||||||
60,000 | 4.625%, 08/01/29 | 46,764 | ||||||||
24,000 | 4.625%, 04/01/30 | 18,283 | ||||||||
At Home Group, Inc.*^ | ||||||||||
65,000 | 4.875%, 07/15/28 | 51,211 | ||||||||
49,000 | 7.125%, 07/15/29 | 33,296 | ||||||||
28,000 | Avis Budget Car Rental, LLC / Avis Budget Finance, Inc.* 5.375%, 03/01/29 | 25,561 | ||||||||
Bath & Body Works, Inc. | ||||||||||
123,000 | 6.694%, 01/15/27 | 121,453 | ||||||||
115,000 | 6.875%, 11/01/35^ | 105,820 | ||||||||
Caesars Entertainment, Inc.* | ||||||||||
61,000 | 4.625%, 10/15/29^ | 51,751 | ||||||||
46,000 | 8.125%, 07/01/27^ | 46,108 | ||||||||
46,000 | 6.250%, 07/01/25 | 46,057 | ||||||||
Carnival Corp.* | ||||||||||
44,000 | 10.500%, 02/01/26 | 46,258 | ||||||||
23,000 | 7.625%, 03/01/26^ | 19,855 | ||||||||
110,000 | Carriage Services, Inc.* 4.250%, 05/15/29 | 95,900 | ||||||||
65,000 | Carvana Company* 4.875%, 09/01/29 | 38,972 | ||||||||
CCO Holdings, LLC / CCO Holdings Capital Corp.* | ||||||||||
201,000 | 4.250%, 02/01/31 | 174,526 | ||||||||
200,000 | 5.125%, 05/01/27 | 196,430 | ||||||||
100,000 | 4.750%, 03/01/30 | 91,082 | ||||||||
55,000 | 5.000%, 02/01/28 | 53,134 | ||||||||
50,000 | 4.500%, 08/15/30 | 44,563 | ||||||||
48,000 | 4.750%, 02/01/32 | 42,422 | ||||||||
35,000 | 4.250%, 01/15/34 | 28,998 | ||||||||
48,000 | CDI Escrow Issuer, Inc.* 5.750%, 04/01/30 | 47,034 | ||||||||
75,000 | Cedar Fair, LP^ 5.250%, 07/15/29 | 71,830 | ||||||||
25,000 | Century Communities, Inc.* 3.875%, 08/15/29 | 21,517 | ||||||||
Dana, Inc. | ||||||||||
80,000 | 4.250%, 09/01/30 | 67,496 | ||||||||
48,000 | 4.500%, 02/15/32 | 40,121 | ||||||||
DISH DBS Corp. | ||||||||||
125,000 | 5.250%, 12/01/26* | 107,305 | ||||||||
77,000 | 7.750%, 07/01/26 | 63,750 | ||||||||
60,000 | 7.375%, 07/01/28 | 42,798 | ||||||||
200,000 | Empire Resorts, Inc.* 7.750%, 11/01/26 | 180,054 | ||||||||
107,000 | Everi Holdings, Inc.* 5.000%, 07/15/29 | 98,223 | ||||||||
Ford Motor Credit Company, LLC | ||||||||||
200,000 | 5.113%, 05/03/29 | 193,636 | ||||||||
200,000 | 4.389%, 01/08/26 | 195,804 | ||||||||
200,000 | 4.000%, 11/13/30 | 177,654 |
PRINCIPAL | VALUE | |||||||||
200,000 | 2.900%, 02/16/28 | $ | 175,044 | |||||||
Gap, Inc.* | ||||||||||
36,000 | 3.875%, 10/01/31^ | 26,121 | ||||||||
5,000 | 3.625%, 10/01/29 | 3,673 | ||||||||
goeasy, Ltd.* | ||||||||||
160,000 | 5.375%, 12/01/24 | 152,256 | ||||||||
80,000 | 4.375%, 05/01/26^ | 68,959 | ||||||||
67,000 | Goodyear Tire & Rubber Company^ 5.000%, 07/15/29 | 61,131 | ||||||||
41,000 | Group 1 Automotive, Inc.* 4.000%, 08/15/28 | 36,720 | ||||||||
180,000 | Guitar Center, Inc.* 8.500%, 01/15/26 | 165,161 | ||||||||
200,000 | International Game Technology, PLC* 6.250%, 01/15/27 | 202,918 | ||||||||
105,000 | JBS USA LUX, SA / JBS USA Food Company / JBS USA Finance, Inc.* 5.125%, 02/01/28 | 104,838 | ||||||||
95,000 | Liberty Interactive, LLC^ 8.250%, 02/01/30 | 62,708 | ||||||||
Life Time, Inc.* | ||||||||||
65,000 | 8.000%, 04/15/26^ | 61,344 | ||||||||
50,000 | 5.750%, 01/15/26 | 47,035 | ||||||||
62,000 | Lindblad Expeditions, LLC* 6.750%, 02/15/27 | 57,039 | ||||||||
65,000 | M/I Homes, Inc. 3.950%, 02/15/30 | 54,303 | ||||||||
Macys Retail Holdings, LLC* | ||||||||||
99,000 | 6.700%, 07/15/34 | 95,894 | ||||||||
60,000 | 5.875%, 03/15/30 | 51,886 | ||||||||
200,000 | Mclaren Finance, PLC* 7.500%, 08/01/26 | 173,726 | ||||||||
112,000 | Midwest Gaming Borrower, LLC / Midwest Gaming Finance Corp.* 4.875%, 05/01/29 | 102,383 | ||||||||
130,000 | Mohegan Gaming & Entertainment* 8.000%, 02/01/26 | 115,513 | ||||||||
Nordstrom, Inc. | ||||||||||
50,000 | 5.000%, 01/15/44^ | 36,941 | ||||||||
48,000 | 4.250%, 08/01/31 | 38,955 | ||||||||
110,000 | Penn National Gaming, Inc.*^ 4.125%, 07/01/29 | 91,613 | ||||||||
135,000 | Premier Entertainment Sub, LLC / Premier Entertainment Finance Corp.* 5.625%, 09/01/29 | 109,247 | ||||||||
224,000 | Rite Aid Corp.*^ 8.000%, 11/15/26 | 190,189 | ||||||||
130,000 | Simmons Foods, Inc. / Simmons Prepared Foods, Inc. / Simmons Pet Food, Inc. / Simmons Feed* 4.625%, 03/01/29 | 118,361 | ||||||||
108,000 | Sonic Automotive, Inc.* 4.625%, 11/15/29 | 93,419 | ||||||||
70,000 | Speedway Motorsports, LLC / Speedway Funding II, Inc.* 4.875%, 11/01/27 | 63,715 | ||||||||
75,000 | Taylor Morrison Communities, Inc.* 5.750%, 01/15/28 | 72,754 | ||||||||
23,000 | Viking Cruises, Ltd.* 13.000%, 05/15/25 | 24,364 |
See accompanying Notes to Schedule of Investments
2
Calamos High Income Opportunities Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
PRINCIPAL | VALUE | |||||||||
100,000 | Vista Outdoor, Inc.* 4.500%, 03/15/29 | $ | 77,125 | |||||||
105,000 | VOC Escrow, Ltd.* 5.000%, 02/15/28 | 93,542 | ||||||||
23,000 | Williams Scotsman International, Inc.* 4.625%, 08/15/28 | 21,592 | ||||||||
|
|
| ||||||||
5,699,731 | ||||||||||
|
|
| ||||||||
Consumer Staples (3.7%) | ||||||||||
107,000 | Central Garden & Pet Company* 4.125%, 04/30/31 | 92,372 | ||||||||
135,000 | Edgewell Personal Care Company* 4.125%, 04/01/29 | 121,316 | ||||||||
Energizer Holdings, Inc.* | ||||||||||
127,000 | 4.375%, 03/31/29 | 104,924 | ||||||||
24,000 | 6.500%, 12/31/27 | 22,419 | ||||||||
JBS USA LUX, SA / JBS USA Food Company / JBS USA Finance, Inc.* | ||||||||||
140,000 | 5.500%, 01/15/30 | 136,581 | ||||||||
42,000 | 6.500%, 04/15/29 | 42,906 | ||||||||
46,000 | Kraft Heinz Foods Company 4.375%, 06/01/46 | 40,610 | ||||||||
63,000 | New Albertsons, LP 7.750%, 06/15/26 | 64,578 | ||||||||
96,000 | Performance Food Group, Inc.* 4.250%, 08/01/29 | 85,440 | ||||||||
250,000 | Petsmart, Inc. / PetSmart Finance Corp.* 4.750%, 02/15/28 | 237,138 | ||||||||
145,000 | Pilgrims Pride Corp.* 5.875%, 09/30/27 | 145,136 | ||||||||
Post Holdings, Inc.* | ||||||||||
39,000 | 5.750%, 03/01/27 | 39,064 | ||||||||
24,000 | 5.500%, 12/15/29 | 22,695 | ||||||||
12,000 | 4.625%, 04/15/30 | 10,763 | ||||||||
90,000 | Prestige Brands, Inc.* 3.750%, 04/01/31 | 77,458 | ||||||||
100,000 | United Natural Foods, Inc.* 6.750%, 10/15/28 | 100,736 | ||||||||
142,000 | Vector Group, Ltd.* 5.750%, 02/01/29 | 129,030 | ||||||||
|
|
| ||||||||
1,473,166 | ||||||||||
|
|
| ||||||||
Energy (8.1%) | ||||||||||
Antero Resources Corp.* | ||||||||||
45,000 | 5.375%, 03/01/30 | 44,268 | ||||||||
29,000 | 7.625%, 02/01/29 | 30,628 | ||||||||
90,000 | Apache Corp. 5.100%, 09/01/40 | 80,397 | ||||||||
Buckeye Partners, LP | ||||||||||
75,000 | 3.950%, 12/01/26 | 69,904 | ||||||||
50,000 | 5.850%, 11/15/43 | 37,465 | ||||||||
110,000 | Callon Petroleum Company* 7.500%, 06/15/30 | 105,805 | ||||||||
Cheniere Energy Partners Company | ||||||||||
48,000 | 3.250%, 01/31/32 | 41,916 | ||||||||
23,000 | 4.000%, 03/01/31 | 21,326 | ||||||||
45,000 | Cheniere Energy, Inc. 4.625%, 10/15/28 | 43,930 | ||||||||
72,000 | Chesapeake Energy Corp.* 6.750%, 04/15/29 | 74,629 |
PRINCIPAL | VALUE | |||||||||
125,000 | DCP Midstream Operating, LP* 5.850%, 05/21/43 3 mo. USD LIBOR + 3.85% | $ | 108,801 | |||||||
1,745 | Diamond Foreign Asset Company / Diamond Finance, LLC 9.000%, 04/22/27 13.000% PIK rate | 1,698 | ||||||||
51,000 | DT Midstream, Inc.* 4.125%, 06/15/29 | 47,099 | ||||||||
96,000 | Earthstone Energy Holdings, LLC*^ 8.000%, 04/15/27 | 91,865 | ||||||||
Energy Transfer, LP | ||||||||||
140,000 | 5.800%, 11/01/66 3 mo. USD LIBOR + 3.02% | 98,909 | ||||||||
70,000 | 6.500%, 08/01/34 5 year CMT + 5.69% | 63,569 | ||||||||
EnLink Midstream Partners, LP | ||||||||||
120,000 | 6.000%, 08/01/34 3 mo. USD LIBOR + 4.11% | 83,404 | ||||||||
100,000 | 4.850%, 07/15/26 | 99,193 | ||||||||
72,000 | EQM Midstream Partners, LP* 7.500%, 06/01/27 | 73,673 | ||||||||
117,000 | Genesis Energy, LP / Genesis Energy Finance Corp. 6.250%, 05/15/26 | 108,976 | ||||||||
90,000 | Gulfport Energy Operating Corp.& 6.375%, 05/15/25 | | ||||||||
75,000 | Gulfport Energy Operating Corp.* 8.000%, 05/17/26 | 75,389 | ||||||||
27,505 | Gulfport Energy Operating Corp.^ 8.000%, 05/17/26 | 27,648 | ||||||||
110,000 | Hilcorp Energy I, LP / Hilcorp Finance Company* 6.000%, 04/15/30 | 101,329 | ||||||||
72,000 | Howard Midstream Energy Partners, LLC* 6.750%, 01/15/27 | 62,086 | ||||||||
Laredo Petroleum, Inc. | ||||||||||
76,000 | 10.125%, 01/15/28 | 77,405 | ||||||||
46,000 | 9.500%, 01/15/25 | 47,229 | ||||||||
23,000 | 7.750%, 07/31/29*^ | 21,987 | ||||||||
100,000 | Magnolia Oil & Gas Operating, LLC / Magnolia Oil & Gas Finance Corp.* 6.000%, 08/01/26 | 95,313 | ||||||||
Moss Creek Resources Holdings, Inc.* | ||||||||||
50,000 | 7.500%, 01/15/26 | 45,641 | ||||||||
45,000 | 10.500%, 05/15/27 | 43,327 | ||||||||
44,000 | Murphy Oil Corp. 6.375%, 07/15/28 | 43,995 | ||||||||
New Fortress Energy, Inc.* | ||||||||||
96,000 | 6.750%, 09/15/25 | 93,831 | ||||||||
45,000 | 6.500%, 09/30/26 | 42,648 | ||||||||
Occidental Petroleum Corp. | ||||||||||
63,000 | 6.625%, 09/01/30 | 69,950 | ||||||||
46,000 | 5.875%, 09/01/25 | 47,423 | ||||||||
35,000 | 6.125%, 01/01/31 | 37,521 | ||||||||
17,000 | 6.375%, 09/01/28 | 18,340 | ||||||||
90,000 | Par Petroleum, LLC / Par Petroleum Finance Corp.* 7.750%, 12/15/25 | 85,657 | ||||||||
105,000 | Parkland Corp.* 5.875%, 07/15/27 | 102,998 | ||||||||
100,000 | Patterson-UTI Energy, Inc. 5.150%, 11/15/29 | 89,490 |
See accompanying Notes to Schedule of Investments
3
Calamos High Income Opportunities Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
PRINCIPAL | VALUE | |||||||||
100,000 | Plains All American Pipeline, LP 6.125%, 08/01/34 3 mo. USD LIBOR + 4.11% | $ | 76,153 | |||||||
135,000 | Rockcliff Energy II, LLC* 5.500%, 10/15/29 | 130,369 | ||||||||
Southwestern Energy Company | ||||||||||
48,000 | 5.375%, 03/15/30 | 47,317 | ||||||||
45,000 | 5.375%, 02/01/29 | 44,030 | ||||||||
24,000 | 4.750%, 02/01/32 | 22,423 | ||||||||
24,000 | Sunoco, LP / Sunoco Finance Corp. | |||||||||
4.500%, 04/30/30 | 21,087 | |||||||||
Venture Global Calcasieu Pass, LLC* | ||||||||||
25,000 | 4.125%, 08/15/31 | 23,138 | ||||||||
25,000 | 3.875%, 08/15/29 | 23,170 | ||||||||
70,000 | W&T Offshore, Inc.* 9.750%, 11/01/23 | 67,640 | ||||||||
Weatherford International, Ltd.* | ||||||||||
103,000 | 6.500%, 09/15/28 | 98,271 | ||||||||
75,000 | 8.625%, 04/30/30 | 68,090 | ||||||||
|
|
| ||||||||
3,178,350 | ||||||||||
|
|
| ||||||||
Financials (16.0%) | ||||||||||
Acrisure, LLC / Acrisure Finance, Inc.* | ||||||||||
144,000 | 6.000%, 08/01/29 | 120,158 | ||||||||
127,000 | 7.000%, 11/15/25 | 122,083 | ||||||||
133,000 | Aethon United BR, LP / Aethon United Finance Corp.* 8.250%, 02/15/26 | 137,340 | ||||||||
147,000 | AG Issuer, LLC* 6.250%, 03/01/28 | 133,175 | ||||||||
Alliant Holdings Intermediate, LLC / Alliant Holdings Co-Issuer* | ||||||||||
205,000 | 6.750%, 10/15/27 | 194,809 | ||||||||
25,000 | 5.875%, 11/01/29 | 21,790 | ||||||||
25,000 | 4.250%, 10/15/27 | 23,436 | ||||||||
Ally Financial, Inc. | ||||||||||
146,000 | 4.700%, 08/01/34 7 year CMT + 3.48% | 120,864 | ||||||||
75,000 | 8.000%, 11/01/31 | 84,969 | ||||||||
110,000 | American Finance Trust, Inc. / American Finance Operating Partner, LP* 4.500%, 09/30/28 | 88,786 | ||||||||
193,000 | AmWINS Group, Inc.* 4.875%, 06/30/29 | 175,852 | ||||||||
215,000 | AssuredPartners, Inc.* 7.000%, 08/15/25 | 213,119 | ||||||||
98,000 | Aviation Capital Group, LLC* 3.500%, 11/01/27 | 86,124 | ||||||||
22,000 | Bank of New York Mellon Corp. 3.750%, 08/01/34 5 year CMT + 2.63 | 19,138 | ||||||||
191,000 | BroadStreet Partners, Inc.* 5.875%, 04/15/29 | 165,289 | ||||||||
Brookfield Property REIT, Inc. / BPR Cumulus, LLC / BPR Nimbus, LLC / GGSI Sellco, LLC* | ||||||||||
195,000 | 4.500%, 04/01/27 | 171,577 | ||||||||
116,000 | 5.750%, 05/15/26 | 113,186 | ||||||||
200,000 | Burford Capital Global Financial, LLC* 6.875%, 04/15/30 | 178,496 |
PRINCIPAL | VALUE | |||||||||
23,000 | Capital One Financial Corp.^ 3.950%, 08/01/34 5 year CMT + 3.16% | $ | 19,969 | |||||||
110,000 | Castlelake Aviation Finance DAC*^ 5.000%, 04/15/27 | 92,399 | ||||||||
Credit Acceptance Corp. | ||||||||||
130,000 | 6.625%, 03/15/26^ | 131,252 | ||||||||
89,000 | 5.125%, 12/31/24* | 86,035 | ||||||||
123,000 | Enact Holdings, Inc.* 6.500%, 08/15/25 | 123,946 | ||||||||
138,000 | Global Net Lease, Inc. / Global Net Lease Operating Partnership, LP* 3.750%, 12/15/27 | 121,055 | ||||||||
156,000 | Greystar Real Estate Partners, LLC* 5.750%, 12/01/25 | 156,006 | ||||||||
HUB International, Ltd.* | ||||||||||
319,000 | 7.000%, 05/01/26 | 315,539 | ||||||||
150,000 | 5.625%, 12/01/29^ | 135,261 | ||||||||
Icahn Enterprises, LP / Icahn Enterprises Finance Corp. | ||||||||||
115,000 | 5.250%, 05/15/27 | 110,817 | ||||||||
68,000 | 4.375%, 02/01/29 | 61,278 | ||||||||
160,000 | ILFC E-Capital Trust II* 5.100%, 12/21/65 3 mo. USD LIBOR + 1.80% | 122,845 | ||||||||
230,000 | Iron Mountain, Inc.* 5.250%, 03/15/28 | 221,069 | ||||||||
260,000 | Jefferies Finance, LLC / JFIN Co- Issuer Corp.* 5.000%, 08/15/28 | 218,842 | ||||||||
Ladder Capital Finance Holdings, LLLP / Ladder Capital Finance Corp.* | ||||||||||
182,000 | 5.250%, 10/01/25 | 172,170 | ||||||||
48,000 | 4.750%, 06/15/29 | 41,112 | ||||||||
138,000 | LD Holdings Group, LLC*^ 6.125%, 04/01/28 | 84,006 | ||||||||
Level 3 Financing, Inc.* | ||||||||||
200,000 | 4.250%, 07/01/28 | 175,402 | ||||||||
49,000 | 3.875%, 11/15/29 | 43,669 | ||||||||
65,000 | LPL Holdings, Inc.* 4.000%, 03/15/29 | 60,508 | ||||||||
193,000 | MetLife, Inc. 6.400%, 12/15/66 | 202,142 | ||||||||
Navient Corp. | ||||||||||
202,000 | 5.000%, 03/15/27 | 182,683 | ||||||||
100,000 | 4.875%, 03/15/28 | 85,897 | ||||||||
OneMain Finance Corp. | ||||||||||
65,000 | 3.875%, 09/15/28 | 53,919 | ||||||||
35,000 | 7.125%, 03/15/26 | 34,148 | ||||||||
45,000 | Park Intermediate Holdings, LLC / PK Domestic Property, LLC / PK Finance Co-Issuer* 5.875%, 10/01/28 | 44,181 | ||||||||
150,000 | PHH Mortgage Corp.* 7.875%, 03/15/26 | 141,685 | ||||||||
25,000 | PNC Financial Services Group, Inc. 6.000%, 08/01/34 5 year CMT + 3.00% | 25,152 | ||||||||
100,000 | RHP Hotel Properties, LP / RHP Finance Corp.* 4.500%, 02/15/29 | 91,883 |
See accompanying Notes to Schedule of Investments
4
Calamos High Income Opportunities Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
PRINCIPAL | VALUE | |||||||||
72,000 | RLJ Lodging Trust, LP* 3.750%, 07/01/26 | $ | 67,659 | |||||||
Rocket Mortgage, LLC / Rocket Mortgage Co-Issuer, Inc.* | ||||||||||
45,000 | 3.875%, 03/01/31 | 37,191 | ||||||||
45,000 | 3.625%, 03/01/29 | 38,502 | ||||||||
20,000 | 2.875%, 10/15/26 | 17,673 | ||||||||
90,000 | StoneX Group, Inc.* 8.625%, 06/15/25 | 92,031 | ||||||||
22,000 | SVB Financial Group 4.000%, 08/01/34 5 year CMT + 3.20 | 18,024 | ||||||||
United Wholesale Mortgage, LLC* | ||||||||||
111,000 | 5.500%, 04/15/29 | 95,295 | ||||||||
50,000 | 5.750%, 06/15/27 | 43,768 | ||||||||
50,000 | Uniti Group, LP / Uniti Group Finance, Inc. / CSL Capital, LLC* 6.500%, 02/15/29 | 37,812 | ||||||||
45,000 | US Bancorp 3.700%, 08/01/34 5 year CMT + 2.54 | 37,779 | ||||||||
200,000 | VZ Secured Financing, BV* 5.000%, 01/15/32 | 178,806 | ||||||||
XHR, LP* | ||||||||||
98,000 | 6.375%, 08/15/25 | 98,769 | ||||||||
48,000 | 4.875%, 06/01/29 | 43,262 | ||||||||
|
|
| ||||||||
6,331,632 | ||||||||||
|
|
| ||||||||
Health Care (6.9%) | ||||||||||
Bausch Health Americas, Inc.*^ | ||||||||||
330,000 | 8.500%, 01/31/27 | 208,850 | ||||||||
50,000 | 9.250%, 04/01/26 | 35,036 | ||||||||
Bausch Health Companies, Inc.* | ||||||||||
185,000 | 7.250%, 05/30/29 | 101,497 | ||||||||
100,000 | 5.000%, 01/30/28 | 53,455 | ||||||||
36,000 | 6.125%, 02/01/27^ | 30,751 | ||||||||
44,000 | Charles River Laboratories International, Inc.* 3.750%, 03/15/29 | 41,011 | ||||||||
12,000 | CHS/Community Health Systems, Inc.* 5.250%, 05/15/30 | 10,091 | ||||||||
CHS/Community Health Systems, Inc.* | ||||||||||
183,000 | 6.125%, 04/01/30^ | 98,540 | ||||||||
110,000 | 8.000%, 03/15/26 | 105,119 | ||||||||
49,000 | 6.875%, 04/15/29 | 27,310 | ||||||||
DaVita, Inc.* | ||||||||||
189,000 | 4.625%, 06/01/30 | 155,742 | ||||||||
112,000 | 3.750%, 02/15/31 | 85,808 | ||||||||
Embecta Corp.* | ||||||||||
72,000 | 5.000%, 02/15/30 | 62,366 | ||||||||
24,000 | 6.750%, 02/15/30 | 22,184 | ||||||||
Encompass Health Corp. | ||||||||||
45,000 | 4.750%, 02/01/30 | 41,620 | ||||||||
45,000 | 4.500%, 02/01/28 | 41,688 | ||||||||
124,000 | HCA, Inc. 7.500%, 11/06/33 | 141,805 | ||||||||
210,000 | Jazz Securities DAC* 4.375%, 01/15/29 | 202,440 | ||||||||
19,000 | Mallinckrodt International Finance, SA / Mallinckrodt CB, LLC* 10.000%, 06/15/29 | 11,621 | ||||||||
Medline Borrower, LP* | ||||||||||
122,000 | 5.250%, 10/01/29^ | 110,327 | ||||||||
120,000 | 3.875%, 04/01/29 | 108,455 |
PRINCIPAL | VALUE | |||||||||
200,000 | Organon & Company / Organon Foreign Debt Co-Issuer, BV* 5.125%, 04/30/31 | $ | 187,628 | |||||||
107,000 | Team Health Holdings, Inc.*^ 6.375%, 02/01/25 | 72,982 | ||||||||
Tenet Healthcare Corp. | ||||||||||
220,000 | 6.250%, 02/01/27* | 222,499 | ||||||||
130,000 | 6.875%, 11/15/31 | 127,288 | ||||||||
125,000 | 4.875%, 01/01/26* | 123,283 | ||||||||
Teva Pharmaceutical Finance Netherlands III, BV | ||||||||||
200,000 | 6.000%, 04/15/24 | 203,108 | ||||||||
100,000 | 3.150%, 10/01/26 | 89,774 | ||||||||
|
|
| ||||||||
2,722,278 | ||||||||||
|
|
| ||||||||
Industrials (13.2%) | ||||||||||
113,000 | Abercrombie & Fitch Management Company* 8.750%, 07/15/25 | 111,234 | ||||||||
100,000 | ACCO Brands Corp.*^ 4.250%, 03/15/29 | 87,659 | ||||||||
150,000 | AerCap Holdings, NV^ 5.875%, 10/10/79 5 year CMT + 4.54% | 133,848 | ||||||||
95,000 | Air Lease Corp. 4.125%, 08/01/34 5 year CMT + 3.15% | 71,188 | ||||||||
Albertsons Companies, Inc. / Safeway, Inc. / New Albertsons, LP / Albertsons, LLC* | ||||||||||
155,000 | 4.625%, 01/15/27 | 147,264 | ||||||||
125,000 | 5.875%, 02/15/28 | 121,850 | ||||||||
46,000 | 3.500%, 03/15/29 | 40,018 | ||||||||
Allison Transmission, Inc.* | ||||||||||
80,000 | 4.750%, 10/01/27 | 76,161 | ||||||||
25,000 | 3.750%, 01/30/31 | 21,610 | ||||||||
20,000 | American Airlines Group, Inc.*^ 3.750%, 03/01/25 | 17,559 | ||||||||
49,000 | Arcosa, Inc.* 4.375%, 04/15/29 | 43,921 | ||||||||
225,000 | ARD Finance, SA* 6.500%, 06/30/27 7.250% PIK rate | 170,739 | ||||||||
68,000 | Beacon Roofing Supply, Inc.* 4.125%, 05/15/29 | 60,313 | ||||||||
87,000 | BWX Technologies, Inc.* 4.125%, 04/15/29 | 81,810 | ||||||||
50,000 | Cascades, Inc. / Cascades USA, Inc.* 5.375%, 01/15/28 | 45,350 | ||||||||
23,000 | Delta Air Lines, Inc. 7.375%, 01/15/26 | 24,193 | ||||||||
Delta Air Lines, Inc. / SkyMiles IP, Ltd.* | ||||||||||
23,000 | 4.750%, 10/20/28 | 22,565 | ||||||||
11,000 | 4.500%, 10/20/25 | 10,901 | ||||||||
125,000 | Deluxe Corp.* 8.000%, 06/01/29 | 109,321 | ||||||||
48,000 | Dun & Bradstreet Corp.* 5.000%, 12/15/29 | 44,669 | ||||||||
72,000 | Eco Material Technologies, Inc.* 7.875%, 01/31/27 | 64,603 | ||||||||
120,000 | Endurance International Group Holdings, Inc.* 6.000%, 02/15/29 | 88,886 |
See accompanying Notes to Schedule of Investments
5
Calamos High Income Opportunities Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
PRINCIPAL | VALUE | |||||||||
45,000 | EnerSys* 4.375%, 12/15/27 | $ | 41,449 | |||||||
110,000 | Fly Leasing, Ltd.* 7.000%, 10/15/24 | 60,466 | ||||||||
46,000 | GFL Environmental, Inc.* 3.750%, 08/01/25 | 44,684 | ||||||||
52,000 | Graham Packaging Company, Inc.*^ 7.125%, 08/15/28 | 44,213 | ||||||||
50,000 | Granite US Holdings Corp.*^ 11.000%, 10/01/27 | 46,562 | ||||||||
Graphic Packaging International, LLC* | ||||||||||
60,000 | 4.750%, 07/15/27 | 58,946 | ||||||||
44,000 | 3.500%, 03/01/29 | 39,934 | ||||||||
107,000 | Great Lakes Dredge & Dock Corp.* 5.250%, 06/01/29 | 96,519 | ||||||||
223,000 | H&E Equipment Services, Inc.* 3.875%, 12/15/28 | 195,337 | ||||||||
144,000 | Hawaiian Brand Intellectual Property, Ltd. / HawaiianMiles Loyalty, Ltd.* 5.750%, 01/20/26 | 140,351 | ||||||||
125,000 | Herc Holdings, Inc.* 5.500%, 07/15/27 | 125,200 | ||||||||
115,000 | Howmet Aerospace, Inc. 5.125%, 10/01/24 | 116,489 | ||||||||
115,000 | IEA Energy Services, LLC* 6.625%, 08/15/29 | 113,730 | ||||||||
110,000 | JELD-WEN, Inc.* 4.625%, 12/15/25 | 101,690 | ||||||||
155,000 | Ken Garff Automotive, LLC* 4.875%, 09/15/28 | 131,705 | ||||||||
46,000 | MasTec, Inc.* 4.500%, 08/15/28 | 42,541 | ||||||||
73,000 | Meritor, Inc.* 4.500%, 12/15/28 | 72,797 | ||||||||
60,000 | Moog, Inc.* 4.250%, 12/15/27 | 56,099 | ||||||||
130,000 | Nationstar Mortgage Holdings, Inc.* 5.500%, 08/15/28 | 114,276 | ||||||||
95,000 | Novelis Corp.* 4.750%, 01/30/30 | 87,966 | ||||||||
35,000 | OI European Group, BV* 4.750%, 02/15/30 | 29,435 | ||||||||
110,000 | Pactiv Evergreen Group Issuer, Inc. / Pactiv Evergreen Group Issuer, LLC* 4.000%, 10/15/27 | 97,309 | ||||||||
148,000 | Patrick Industries, Inc.* 4.750%, 05/01/29 | 115,378 | ||||||||
110,000 | Peninsula Pacific Entertainment, LLC / Peninsula Pacific Entertainment Finance Inc.* 8.500%, 11/15/27 | 118,903 | ||||||||
106,000 | Picasso Finance Sub, Inc.* 6.125%, 06/15/25 | 107,477 | ||||||||
QVC, Inc. | ||||||||||
61,000 | 4.375%, 09/01/28 | 47,631 | ||||||||
45,000 | 5.450%, 08/15/34 | 32,121 | ||||||||
86,000 | Sensata Technologies, Inc.* 3.750%, 02/15/31 | 74,806 | ||||||||
Sinclair Television Group, Inc.* | ||||||||||
71,000 | 4.125%, 12/01/30 | 60,957 | ||||||||
45,000 | 5.500%, 03/01/30^ | 36,240 |
PRINCIPAL | VALUE | |||||||||
90,000 | Standard Industries, Inc.* 5.000%, 02/15/27 | $ | 86,998 | |||||||
185,000 | Station Casinos, LLC* 4.500%, 02/15/28 | 167,950 | ||||||||
76,000 | Stericycle, Inc.* 3.875%, 01/15/29 | 69,525 | ||||||||
69,000 | STL Holding Company, LLC* 7.500%, 02/15/26 | 61,411 | ||||||||
TransDigm, Inc. | ||||||||||
195,000 | 7.500%, 03/15/27 | 198,471 | ||||||||
129,000 | 6.250%, 03/15/26* | 129,719 | ||||||||
44,000 | Tronox, Inc.* 4.625%, 03/15/29 | 38,390 | ||||||||
United Rentals North America, Inc. | ||||||||||
50,000 | 3.750%, 01/15/32 | 44,203 | ||||||||
22,000 | 3.875%, 02/15/31^ | 20,103 | ||||||||
96,000 | Vertiv Group Corp.* 4.125%, 11/15/28 | 85,266 | ||||||||
101,000 | Wabash National Corp.* 4.500%, 10/15/28 | 83,738 | ||||||||
100,000 | Waste Pro USA, Inc.* 5.500%, 02/15/26 | 92,644 | ||||||||
WESCO Distribution, Inc.* | ||||||||||
47,000 | 7.125%, 06/15/25 | 48,655 | ||||||||
25,000 | 7.250%, 06/15/28 | 26,101 | ||||||||
|
|
| ||||||||
5,200,047 | ||||||||||
|
|
| ||||||||
Information Technology (3.7%) | ||||||||||
48,000 | Booz Allen Hamilton, Inc.* 4.000%, 07/01/29 | 45,854 | ||||||||
65,000 | Clarivate Science Holdings Corp.* 3.875%, 07/01/28 | 59,236 | ||||||||
112,000 | CommScope Technologies, LLC* 6.000%, 06/15/25 | 103,752 | ||||||||
90,000 | CommScope, Inc.* 4.750%, 09/01/29 | 78,281 | ||||||||
49,000 | Dell International, LLC / EMC Corp. 6.100%, 07/15/27 | 52,614 | ||||||||
48,000 | Fair Isaac Corp.* 4.000%, 06/15/28 | 45,046 | ||||||||
56,000 | II-VI, Inc.* 5.000%, 12/15/29 | 53,870 | ||||||||
100,000 | KBR, Inc.* 4.750%, 09/30/28 | 90,370 | ||||||||
MPH Acquisition Holdings, LLC* | ||||||||||
100,000 | 5.750%, 11/01/28^ | 85,281 | ||||||||
50,000 | 5.500%, 09/01/28 | 46,612 | ||||||||
44,000 | NCR Corp.* 5.125%, 04/15/29 | 42,334 | ||||||||
57,000 | Nielsen Finance, LLC / Nielsen Finance Company* 4.500%, 07/15/29 | 54,102 | ||||||||
68,000 | ON Semiconductor Corp.* 3.875%, 09/01/28 | 63,025 | ||||||||
Open Text Corp.* | ||||||||||
72,000 | 3.875%, 02/15/28 | 66,807 | ||||||||
36,000 | 3.875%, 12/01/29 | 32,478 | ||||||||
36,000 | Open Text Holdings, Inc.* 4.125%, 12/01/31 | 32,306 | ||||||||
44,000 | Playtika Holding Corp.* 4.250%, 03/15/29 | 39,441 | ||||||||
66,000 | PTC, Inc.* 4.000%, 02/15/28 | 62,813 |
See accompanying Notes to Schedule of Investments
6
Calamos High Income Opportunities Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
PRINCIPAL | VALUE | |||||||||
130,000 | TTM Technologies, Inc.*^ | $ | 114,416 | |||||||
Twilio, Inc. | ||||||||||
65,000 | 3.625%, 03/15/29 | 57,190 | ||||||||
23,000 | 3.875%, 03/15/31^ | 20,407 | ||||||||
130,000 | Viavi Solutions, Inc.* | 116,583 | ||||||||
100,000 | ZoomInfo Technologies, LLC / | 89,563 | ||||||||
|
|
| ||||||||
1,452,381 | ||||||||||
|
|
| ||||||||
Materials (4.1%) | ||||||||||
200,000 | Alcoa Nederland Holding, BV*^ | 188,244 | ||||||||
52,000 | ArcelorMittal, SA | 53,734 | ||||||||
47,000 | ATI, Inc.^ | 43,967 | ||||||||
25,000 | Carpenter Technology Corp. | 22,767 | ||||||||
70,000 | Chemours Company* | 61,495 | ||||||||
145,000 | Clearwater Paper Corp.* | 130,415 | ||||||||
Commercial Metals Company | ||||||||||
48,000 | 4.125%, 01/15/30 | 42,229 | ||||||||
24,000 | 4.375%, 03/15/32 | 21,023 | ||||||||
250,000 | Constellium, SE*^ | 213,388 | ||||||||
48,000 | Freeport-McMoRan, Inc. - Class H | 45,097 | ||||||||
68,000 | HB Fuller Company | 60,991 | ||||||||
85,000 | JW Aluminum Continuous Cast | 88,222 | ||||||||
Kaiser Aluminum Corp.* | ||||||||||
110,000 | 4.625%, 03/01/28 | 96,735 | ||||||||
11,000 | 4.500%, 06/01/31 | 8,859 | ||||||||
69,000 | LSF11 A5 HoldCo, LLC*^ | 59,304 | ||||||||
96,000 | Mercer International, Inc. | 90,037 | ||||||||
135,000 | Owens-Brockway Glass | 130,175 | ||||||||
24,000 | Sealed Air Corp.* | 23,877 | ||||||||
110,000 | Silgan Holdings, Inc. | 105,294 | ||||||||
44,000 | Trinseo Materials Operating SCA / | 30,742 | ||||||||
75,000 | Univar Solutions USA, Inc.* | 72,649 | ||||||||
46,000 | Valvoline, Inc.* | 38,182 | ||||||||
|
|
| ||||||||
1,627,426 | ||||||||||
|
|
| ||||||||
Real Estate (1.0%) | ||||||||||
71,000 | EPR Properties | 61,393 | ||||||||
Forestar Group, Inc.* | ||||||||||
67,000 | 5.000%, 03/01/28 | 58,984 | ||||||||
48,000 | 3.850%, 05/15/26 | 42,536 |
PRINCIPAL | VALUE | |||||||||
108,000 | MIWD Holdco II, LLC / MIWD | $ | 92,167 | |||||||
Service Properties Trust | ||||||||||
125,000 | 4.350%, 10/01/24 | 112,188 | ||||||||
45,000 |
| 5.250%, 02/15/26 | 37,626 | |||||||
|
|
| ||||||||
404,894 | ||||||||||
|
|
| ||||||||
Special Purpose Acquisition Companies (0.3%) | ||||||||||
Fertitta Entertainment, LLC / | ||||||||||
95,000 | 6.750%, 01/15/30 | 77,773 | ||||||||
46,000 | 4.625%, 01/15/29 | 42,925 | ||||||||
|
|
| ||||||||
120,698 | ||||||||||
|
|
| ||||||||
Utilities (0.6%) | ||||||||||
34,000 | PPL Capital Funding, Inc. | 27,294 | ||||||||
100,000 | TerraForm Power Operating, LLC* 5.000%, 01/31/28 | 96,206 | ||||||||
Vistra Corp.* | ||||||||||
50,000 | 8.000%, 08/01/66 | 48,502 | ||||||||
45,000 | 7.000%, 08/01/66 | 41,166 | ||||||||
|
|
| ||||||||
213,168 | ||||||||||
|
|
| ||||||||
TOTAL CORPORATE BONDS (Cost $36,295,129) | 32,867,230 | |||||||||
|
|
| ||||||||
CONVERTIBLE BONDS (0.5%) | ||||||||||
Consumer Discretionary (0.4%) | ||||||||||
139,000 | DISH Network Corp.^ | 124,233 | ||||||||
40,000 | Peloton Interactive, Inc. | 26,450 | ||||||||
|
|
| ||||||||
150,683 | ||||||||||
|
|
| ||||||||
Information Technology (0.1%) | ||||||||||
75,000 | Shift4 Payments, Inc.* | 54,541 | ||||||||
|
|
| ||||||||
TOTAL CONVERTIBLE BONDS (Cost $232,047) | 205,224 | |||||||||
|
|
| ||||||||
BANK LOANS (9.6%) ¡ | ||||||||||
Airlines (0.8%) | ||||||||||
95,000 | AAdvantage Loyalty IP, Ltd. | 93,812 | ||||||||
75,000 | Mileage Plus Holdings, LLC! | 75,750 | ||||||||
25,000 | Mileage Plus Holdings, LLC | 25,250 | ||||||||
123,438 | United Airlines, Inc. | 119,318 | ||||||||
|
|
| ||||||||
314,130 | ||||||||||
|
|
|
See accompanying Notes to Schedule of Investments
7
Calamos High Income Opportunities Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
PRINCIPAL | VALUE | |||||||||
Communication Services (0.9%) | ||||||||||
121,563 | Clear Channel Outdoor Holdings, | $ | 111,230 | |||||||
137,299 | DIRECTV Financing, LLC | 130,127 | ||||||||
71,000 | Entercom Media Corp. | 63,123 | ||||||||
| 50,000 | | Univision Communications, Inc. 6.254%, 06/08/29 3 mo. SOFR + 4.25% |
| 48,417 |
| ||||
|
|
| ||||||||
352,897 | ||||||||||
|
|
| ||||||||
Consumer Discretionary (1.8%) | ||||||||||
| 32,191 | | Life Time Fitness, Inc. 6.325%, 12/16/24 3 mo. LIBOR + 4.75% |
| 31,829 |
| ||||
| 60,000 | | Peloton Interactive, Inc.! 0.000%, 05/25/27 |
| 57,250 |
| ||||
| 48,600 | | Penn National Gaming, Inc. 5.177%, 05/03/29 1 mo. SOFR + 2.75% |
| 47,659 |
| ||||
| 158,000 | | Petco Health and Wellness Company, Inc. 5.500%, 03/03/28 3 mo. LIBOR + 3.25% |
| 153,346 |
| ||||
| 88,852 | | PetSmart, Inc. 6.120%, 02/11/28 1 mo. LIBOR + 3.75% |
| 85,871 |
| ||||
| 100,000 | | SkyMiles IP, Ltd. 6.460%, 10/20/27 3 mo. USD LIBOR + 3.75% |
| 101,275 |
| ||||
| 113,858 | | TKC Holdings, Inc. 7.000%, 05/15/28 3 mo. LIBOR + 5.50% |
| 104,749 |
| ||||
| 155,925 | | WW International, Inc. 5.880%, 04/13/28 1 mo. LIBOR + 3.50% |
| 117,870 |
| ||||
|
|
| ||||||||
699,849 | ||||||||||
|
|
| ||||||||
Consumer Staples (0.1%) | ||||||||||
| 39,520 | | United Natural Foods, Inc. 5.691%, 10/22/25 1 mo. LIBOR + 3.25% |
| 39,123 |
| ||||
|
|
| ||||||||
Health Care (2.0%) | ||||||||||
| 168,006 | | Amneal Pharmaceuticals, LLC 5.813%, 05/04/25 3 mo. LIBOR + 3.50% |
| 156,998 |
| ||||
| 25,000 | | Bausch Health Companies, Inc. 7.174%, 02/01/27 1 mo. LIBOR + 5.25% |
| 21,111 |
| ||||
70,130 | Icon Luxembourg Sarl | 69,027 | ||||||||
| 17,473 | | Icon Luxembourg Sarl 4.563%, 07/03/28 3 mo. LIBOR + 2.25% |
| 17,198 |
| ||||
| 235,342 | | Mallinckrodt International Finance S.A. 7.253%, 09/30/27 3 mo. LIBOR + 5.25% |
| 196,636 |
|
PRINCIPAL | VALUE | |||||||||
| 108,235 | | Padagis, LLC 7.043%, 07/06/28 3 mo. LIBOR + 4.75% | $ | 102,824 |
| ||||
| 284,472 | | Team Health Holdings, Inc. 7.577%, 03/02/27 1 mo. SOFR + 5.25% |
| 234,925 |
| ||||
|
|
| ||||||||
798,719 | ||||||||||
|
|
| ||||||||
Industrials (1.4%) | ||||||||||
| 49,500 | | ACProducts, Inc. 6.482%, 05/17/28 3 mo. LIBOR + 4.25% |
| 35,799 |
| ||||
| 60,000 | | Air Canada 4.250%, 08/11/28 3 mo. LIBOR + 3.50% |
| 57,964 |
| ||||
| 92,367 | | BW Gas & Convenience Holdings, LLC 5.872%, 03/31/28 1 mo. LIBOR + 3.50% |
| 88,903 |
| ||||
| 92,873 | | Dun & Bradstreet Corp. 4.874%, 02/06/26 3 mo. LIBOR + 3.25% |
| 90,629 |
| ||||
| 107,270 | | Granite Holdings US Acquisition Company 6.250%, 09/30/26 3 mo. LIBOR + 4.00% |
| 103,918 |
| ||||
| 100,000 | | Scientific Games International, Inc. 5.044%, 04/14/29 1 mo. SOFR CME + 3.00% |
| 97,958 |
| ||||
| 70,000 | | Sinclair Television Group, Inc. 6.177%, 04/21/29 1 mo. SOFR + 3.75% |
| 65,363 |
| ||||
|
|
| ||||||||
540,534 | ||||||||||
|
|
| ||||||||
Information Technology (1.5%) | ||||||||||
| 214,735 | | Banff Merger Sub, Inc. 6.122%, 10/02/25 1 mo. LIBOR + 3.75% |
| 207,322 |
| ||||
| 121,875 | | Camelot U.S. Acquisition 1 Company 5.372%, 10/30/26 1 mo. LIBOR + 3.00% |
| 119,228 |
| ||||
| 25,000 | | CDK Global, Inc. 6.610%, 07/06/29 3 mo. SOFR + 4.50% |
| 24,350 |
| ||||
| 100,000 | | II-VI, Inc.! 0.000%, 07/02/29 |
| 97,583 |
| ||||
| 130,000 | | VFH Parent LLC 5.201%, 01/13/29 1 mo. SOFR + 3.00% |
| 125,721 |
| ||||
|
|
| ||||||||
574,204 | ||||||||||
|
|
| ||||||||
Materials (0.3%) | ||||||||||
| 78,200 | | Innophos, Inc. 5.872%, 02/05/27 1 mo. LIBOR + 3.50% |
| 76,050 |
| ||||
| 49,875 | | LSF11 A5 HoldCo, LLC 5.030%, 10/15/28 1 mo. SOFR + 3.50% |
| 48,337 |
| ||||
|
|
| ||||||||
124,387 | ||||||||||
|
|
|
See accompanying Notes to Schedule of Investments
8
Calamos High Income Opportunities Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
PRINCIPAL | VALUE | |||||||||
Other (0.2%) | ||||||||||
| 100,000 | | ChampionX Corp. 5.080%, 06/07/29 1 mo. SOFR + 3.25% | $ | 99,625 |
| ||||
|
|
| ||||||||
Special Purpose Acquisition Companies (0.6%) | ||||||||||
| 85,000 | | AP Core Holdings II, LLC 7.872%, 09/01/27 1 mo. LIBOR + 5.50% |
| 80,485 |
| ||||
| 45,000 | | Clydesdale Acquisition Holdings, Inc. 6.602%, 04/13/29 1 mo. SOFR + 4.18% |
| 43,353 |
| ||||
| 24,938 | | Fertitta Entertainment, LLC 6.327%, 01/27/29 SOFRTE + 4.00% |
| 23,850 |
| ||||
| 100,000 | | Oscar AcquisitionCo, LLC 6.109%, 04/29/29 3 mo. SOFR + 4.50% |
| 91,485 |
| ||||
|
|
| ||||||||
239,173 | ||||||||||
|
|
| ||||||||
TOTAL BANK LOANS (Cost $4,026,655) |
| 3,782,641 |
| |||||||
|
|
| ||||||||
NUMBER | VALUE | |||||||||
COMMON STOCKS (1.4%) | ||||||||||
Communication Services (0.1%) | ||||||||||
2,040 | Altice USA, Inc. - Class A# | 21,440 | ||||||||
1,273 | Cumulus Media, Inc. - Class A^# | 10,108 | ||||||||
|
|
| ||||||||
31,548 | ||||||||||
|
|
| ||||||||
Energy (1.2%) | ||||||||||
4,064 | Calfrac Well Services, Ltd.#& | 14,996 | ||||||||
| 1,068 | | Chaparral Energy, Inc. - Class A#& |
| 56,604 |
| ||||
291 | Chesapeake Energy Corp.^ | 27,403 | ||||||||
6,600 | Energy Transfer, LP | 74,646 | ||||||||
3,970 | Enterprise Products Partners, LP | 106,118 | ||||||||
660 | EP Energy Corp.#& | 5,610 | ||||||||
1,285 | Magellan Midstream Partners, LP | 66,178 | ||||||||
355 | Schlumberger, NV | 13,146 | ||||||||
1,523 | Superior Energy Services, Inc.&# | 91,380 | ||||||||
965 | Williams Companies, Inc. | 32,897 | ||||||||
|
|
| ||||||||
488,978 | ||||||||||
|
|
| ||||||||
Health Care (0.0%) | ||||||||||
701 | Mallinckrodt, PLC# | 12,267 | ||||||||
|
|
| ||||||||
Special Purpose Acquisition Company (0.1%) | ||||||||||
1,132 | Intelsat Emergence, SA#& | 31,130 | ||||||||
|
|
| ||||||||
TOTAL COMMON STOCKS (Cost $788,379) |
| 563,923 |
| |||||||
|
|
| ||||||||
WARRANTS (0.1%) # | ||||||||||
Energy (0.1%) | ||||||||||
| 548 | | Denbury, Inc. 09/18/25, Strike $32.59 |
| 25,219 |
| ||||
| 210 | | Denbury, Inc. 09/18/23, Strike $35.41 |
| 7,980 |
|
NUMBER | VALUE | |||||||||
| 4,950 | | Mcdermott International, Ltd.& 06/30/27, Strike $15.98 | $ | 1 |
| ||||
| 4,455 | | Mcdermott International, Ltd. 06/30/27, Strike $12.33 |
| |
| ||||
|
|
| ||||||||
TOTAL WARRANTS (Cost $33,258) |
| 33,200 |
| |||||||
|
|
| ||||||||
CONVERTIBLE PREFERRED STOCK (0.0%) | ||||||||||
Energy (0.0%) | ||||||||||
| 2 | | Gulfport Energy Operating Corp. 10.000%, (Cost $1,460) |
| 13,200 |
| ||||
|
|
| ||||||||
PREFERRED STOCKS (0.9%) | ||||||||||
Consumer Discretionary (0.2%) | ||||||||||
590 | Guitar Center, Inc.& | 70,505 | ||||||||
|
|
| ||||||||
Energy (0.6%) | ||||||||||
| 3,783 | | NuStar Energy, LP 7.673%, 3 mo. USD LIBOR + 5.64% |
| 79,254 |
| ||||
| 2,180 | | NuStar Energy, LP 8.769%, 3 mo. USD LIBOR + 6.77% |
| 52,211 |
| ||||
| 4,185 | | NuStar Logistics, LP 9.246%, 01/15/43 3 mo. USD LIBOR + 6.73% |
| 104,541 |
| ||||
|
|
| ||||||||
236,006 | ||||||||||
|
|
| ||||||||
Financials (0.1%) | ||||||||||
| 1,924 | | B Riley Financial, Inc. 5.250%, 08/31/28 |
| 42,309 |
| ||||
|
|
| ||||||||
TOTAL PREFERRED STOCKS (Cost $378,186) |
| 348,820 |
| |||||||
|
|
| ||||||||
NUMBER OF SHARES/ PRINCIPAL AMOUNT | VALUE | |||||||||
| INVESTMENT OF CASH COLLATERAL FOR SECURITIES | | ||||||||
| 3,122,726 | | State Street Navigator Securities Lending Government Money Market Portfolio, 2.001% (Cost $3,122,726) |
| 3,122,726 |
| ||||
|
|
| ||||||||
| TOTAL INVESTMENTS (103.7%) |
| 40,936,964 |
| ||||||
|
|
| ||||||||
| PAYABLE UPON RETURN OF SECURITIES ON |
| (3,122,726 | ) | ||||||
|
|
| ||||||||
OTHER ASSETS, LESS LIABILITIES (4.2%) | 1,670,510 | |||||||||
|
|
| ||||||||
NET ASSETS (100.0%) | $ | 39,484,748 | ||||||||
|
|
|
See accompanying Notes to Schedule of Investments
9
Calamos High Income Opportunities Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
NOTES TO SCHEDULE OF INVESTMENTS
* | Securities issued and sold pursuant to a Rule 144A transaction are exempted from the registration requirement of the Securities Act of 1933, as amended. These securities may only be sold to qualified institutional buyers (QIBs), such as the Fund. Any resale of these securities must generally be effected through a sale that is registered under the Act or otherwise exempted from such registration requirements. |
^ | Security, or portion of security, is on loan. |
@ | In default status and considered non-income producing. |
| Variable rate security. The rate shown is the rate in effect at July 31, 2022. |
& | Illiquid security. |
¡ | Bank loans generally are subject to mandatory and/or optional prepayment. As a result, the actual remaining maturity of bank loans may be substantially less than the stated maturities shown. |
! | This position represents an unsettled loan commitment at period end. Certain details associated with this purchase are not known prior to the settlement date, including coupon rate, which will be adjusted on settlement date. |
# | Non-income producing security. |
| Represents investment of cash collateral received from securities on loan as of July 31, 2022. |
See accompanying Notes to Schedule of Investments
10
Calamos Short-Term Bond Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
PRINCIPAL | VALUE | |||||||||
CORPORATE BONDS (58.8%) | ||||||||||
Airlines (1.4%) | ||||||||||
483,409 | Air Canada Pass Through Trust | $ | 474,935 | |||||||
302,279 | Air Canada Pass Through Trust | 296,212 | ||||||||
1,103,022 | Alaska Airlines Pass Through | 1,088,716 | ||||||||
306,784 | Alaska Airlines Pass Through | 322,187 | ||||||||
1,070,619 | British Airways Pass Through | 1,050,694 | ||||||||
500,000 | Mileage Plus Holdings, LLC / | 505,520 | ||||||||
1,250,000 | Spirit Loyalty Cayman, Ltd. / Spirit | 1,303,988 | ||||||||
| 199,831 | | United Airlines Pass Through Trust Series 2014-2, Class B 4.625%, 03/03/24 |
| 198,728 |
| ||||
|
|
| ||||||||
5,240,980 | ||||||||||
|
|
| ||||||||
Communication Services (2.2%) | ||||||||||
| 1,000,000 | | Ashtead Capital, Inc.* 4.375%, 08/15/27 |
| 956,680 |
| ||||
| 1,000,000 | | AT&T, Inc. 1.700%, 03/25/26 |
| 932,060 |
| ||||
| 1,000,000 | | Bell Canada^ 0.750%, 03/17/24 |
| 956,890 |
| ||||
| 373,000 | | Cincinnati Bell, Inc. 7.250%, 06/15/23 |
| 369,934 |
| ||||
750,000 | Cogent Communications Group, Inc.* 3.500%, 05/01/26 | 708,105 | ||||||||
Magallanes, Inc.* | ||||||||||
500,000 | 3.788%, 03/15/25 | 489,295 | ||||||||
250,000 | 3.428%, 03/15/24 | 246,270 | ||||||||
| 500,000 | | Netflix, Inc.*^ 3.625%, 06/15/25 |
| 492,410 |
| ||||
| 500,000 | | NTT Finance Corp.* 0.583%, 03/01/24 |
| 477,515 |
| ||||
| 1,000,000 | | Rogers Communications, Inc. 3.625%, 12/15/25 |
| 988,940 |
| ||||
| 500,000 | | Sirius XM Radio, Inc.* 3.125%, 09/01/26 |
| 471,520 |
| ||||
1,000,000 | Sprint Corp. 7.875%, 09/15/23 |
| 1,038,280 |
| ||||||
T-Mobile USA, Inc. | ||||||||||
250,000 | 2.625%, 04/15/26 | 235,877 | ||||||||
250,000 | 2.250%, 02/15/26 | 233,588 | ||||||||
|
|
| ||||||||
8,597,364 | ||||||||||
|
|
| ||||||||
Consumer Discretionary (5.6%) | ||||||||||
American Honda Finance Corp. | ||||||||||
500,000 | 0.650%, 09/08/23^ | 487,225 | ||||||||
250,000 | 1.300%, 09/09/26 | 230,555 |
PRINCIPAL | VALUE | |||||||||
250,000 | 0.750%, 08/09/24^ | $ | 238,075 | |||||||
250,000 | 0.550%, 07/12/24^ | 237,228 | ||||||||
| 1,000,000 | | Aptiv, PLC 2.396%, 02/18/25 |
| 964,860 |
| ||||
| 500,000 | | BMW US Capital, LLC*^ 3.900%, 04/09/25 |
| 505,105 |
| ||||
| 750,000 | | Brunswick Corp/DE 0.850%, 08/18/24 |
| 703,440 |
| ||||
| 500,000 | | Caesars Entertainment, Inc.* 6.250%, 07/01/25 |
| 500,625 |
| ||||
| 1,000,000 | | Cargill, Inc.* 3.500%, 04/22/25 |
| 1,000,450 |
| ||||
1,000,000 | Daimler Finance North America, LLC* 2.125%, 03/10/25 | 960,030 | ||||||||
| 1,000,000 | | Dollar General Corp. 3.250%, 04/15/23 |
| 998,080 |
| ||||
| 1,000,000 | | DR Horton, Inc. 5.750%, 08/15/23 |
| 1,017,150 |
| ||||
Ford Motor Credit Company, LLC | ||||||||||
500,000 | 3.810%, 01/09/24 | 495,680 | ||||||||
500,000 | 3.370%, 11/17/23 | 491,710 | ||||||||
500,000 | 2.300%, 02/10/25 | 469,835 | ||||||||
250,000 | 3.350%, 11/01/22 | 249,973 | ||||||||
| 250,000 | | General Motors Company 5.400%, 10/02/23 |
| 254,625 |
| ||||
| 1,000,000 | | General Motors Financial Company, Inc. 1.200%, 10/15/24 |
| 936,970 |
| ||||
goeasy, Ltd.* | ||||||||||
750,000 | 5.375%, 12/01/24 | 713,700 | ||||||||
200,000 | 4.375%, 05/01/26 | 172,398 | ||||||||
| 500,000 | | Goodyear Tire & Rubber Company 9.500%, 05/31/25 |
| 527,340 |
| ||||
| 1,251,000 | | Hasbro, Inc.^ 3.000%, 11/19/24 |
| 1,226,068 |
| ||||
| 500,000 | | Kia Corp.*^ 2.375%, 02/14/25 |
| 479,845 |
| ||||
| 750,000 | | L Brands, Inc.* 9.375%, 07/01/25 |
| 796,372 |
| ||||
Lennar Corp. | ||||||||||
500,000 | 4.750%, 11/15/22 | 500,655 | ||||||||
250,000 | 4.500%, 04/30/24 | 250,982 | ||||||||
Mattel, Inc.* | ||||||||||
750,000 | 3.375%, 04/01/26 | 712,057 | ||||||||
500,000 | 5.875%, 12/15/27 | 511,540 | ||||||||
| 250,000 | | MGM Resorts International 6.000%, 03/15/23 |
| 252,445 |
| ||||
Newell Brands, Inc. | ||||||||||
500,000 | 4.100%, 04/01/23 | 499,345 | ||||||||
300,000 | 4.000%, 12/01/24 | 298,113 | ||||||||
| 500,000 | | Nordstrom, Inc. 2.300%, 04/08/24 |
| 478,790 |
| ||||
| 250,000 | | Target Corp. 2.250%, 04/15/25 |
| 245,165 |
| ||||
| 605,000 | | Taylor Morrison Communities, Inc. / Taylor Morrison Holdings II, Inc.* 5.875%, 04/15/23 |
| 614,964 |
| ||||
| 500,000 | | Toll Brothers Finance Corp. 4.375%, 04/15/23 |
| 500,170 |
| ||||
| 1,000,000 | | Toyota Motor Corp. 0.681%, 03/25/24 |
| 960,840 |
|
See accompanying Notes to Schedule of Investments
78
Calamos Short-Term Bond Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
PRINCIPAL | VALUE | |||||||||
| 1,000,000 | | VF Corp. 2.400%, 04/23/25 | $ | 970,890 |
| ||||
|
|
| ||||||||
21,453,295 | ||||||||||
|
|
| ||||||||
Consumer Staples (1.8%) | ||||||||||
| 1,000,000 | | 7-Eleven, Inc.*^ 0.800%, 02/10/24 |
| 955,980 |
| ||||
| 200,000 | | Conagra Brands, Inc. 0.500%, 08/11/23 |
| 193,522 |
| ||||
| 200,000 | | Hormel Foods Corp.^ 0.650%, 06/03/24 |
| 191,486 |
| ||||
| 750,000 | | Keurig Dr Pepper, Inc. 0.750%, 03/15/24 |
| 717,772 |
| ||||
| 653,000 | | Land O Lakes, Inc.* 6.000%, 11/15/22 |
| 653,646 |
| ||||
McCormick & Company Inc/MD | ||||||||||
500,000 | 3.500%, 09/01/23 | 499,570 | ||||||||
350,000 | 2.700%, 08/15/22 | 350,000 | ||||||||
300,000 | 0.900%, 02/15/26 | 272,640 | ||||||||
| 500,000 | | Mondelez International, Inc. 2.125%, 03/17/24 |
| 490,210 |
| ||||
| 250,000 | | PepsiCo, Inc. 2.250%, 03/19/25 |
| 245,628 |
| ||||
| 905,000 | | Pilgrims Pride Corp.* 5.875%, 09/30/27 |
| 905,851 |
| ||||
| 1,500,000 | | Walgreens Boots Alliance, Inc. 0.950%, 11/17/23 |
| 1,456,185 |
| ||||
|
|
| ||||||||
6,932,490 | ||||||||||
|
|
| ||||||||
Energy (2.6%) | ||||||||||
| 500,000 | | Atlantic City Electric 3.375%, 09/01/24 |
| 497,790 |
| ||||
| 750,000 | | Continental Resources Inc/OK 4.500%, 04/15/23 |
| 750,855 |
| ||||
Enbridge, Inc.^ | ||||||||||
500,000 | 2.500%, 02/14/25 | 484,865 | ||||||||
375,000 | 2.150%, 02/16/24 | 366,555 | ||||||||
EQT Corp. | ||||||||||
1,000,000 | 3.125%, 05/15/26* | 964,870 | ||||||||
500,000 | 6.125%, 02/01/25 | 521,835 | ||||||||
| 1,000,000 | | Eversource Energy 4.200%, 06/27/24 |
| 1,013,220 |
| ||||
| 1,000,000 | | Halliburton Company 3.500%, 08/01/23 |
| 999,340 |
| ||||
1,000,000 | Kinder Morgan Energy Partners, LP 3.500%, 09/01/23 | 999,580 | ||||||||
| 750,000 | | Occidental Petroleum Corp. 5.875%, 09/01/25 |
| 773,205 |
| ||||
| 1,250,000 | | ONEOK, Inc. 2.750%, 09/01/24 |
| 1,218,975 |
| ||||
| 500,000 | | Parkland Corp.* 5.875%, 07/15/27 |
| 490,465 |
| ||||
| 500,000 | | Southwestern Energy Company 5.950%, 01/23/25 |
| 508,490 |
| ||||
| 500,000 | | TransCanada PipeLines, Ltd. 1.000%, 10/12/24 |
| 470,315 |
| ||||
|
|
| ||||||||
10,060,360 | ||||||||||
|
|
| ||||||||
Financials (22.6%) | ||||||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | ||||||||||
500,000 | 2.875%, 08/14/24^ | 479,955 | ||||||||
500,000 | 1.750%, 10/29/24 | 465,510 | ||||||||
500,000 | 1.650%, 10/29/24 | 465,355 | ||||||||
500,000 | 1.150%, 10/29/23 | 480,250 |
PRINCIPAL | VALUE | |||||||||
| 1,000,000 | | African Development Bank 3.375%, 07/07/25 | $ | 1,011,600 |
| ||||
Ally Financial, Inc. | ||||||||||
250,000 | 3.050%, 06/05/23 | 248,450 | ||||||||
250,000 | 1.450%, 10/02/23 | 243,155 | ||||||||
American Express Company | ||||||||||
1,500,000 | 3.400%, 02/22/24 | 1,497,015 | ||||||||
500,000 | 2.250%, 03/04/25^ | 485,340 | ||||||||
| 680,000 | | Ares Capital Corp.^ 3.500%, 02/10/23 |
| 677,498 |
| ||||
| 2,000,000 | | Asian Development Bank^ 0.375%, 06/11/24 |
| 1,905,920 |
| ||||
Aviation Capital Group, LLC* | ||||||||||
500,000 | 1.950%, 09/20/26 | 429,655 | ||||||||
250,000 | 3.875%, 05/01/23 | 247,642 | ||||||||
Bank of America Corp. | ||||||||||
| 500,000 | | 2.456%, 10/22/25 3 mo. USD LIBOR + 0.87% |
| 480,720 |
| ||||
| 500,000 | | 1.530%, 12/06/25 SOFR + 0.65% |
| 469,035 |
| ||||
| 250,000 | | 1.658%, 03/11/27 SOFR + 0.91% |
| 228,498 |
| ||||
| 250,000 | | 0.981%, 09/25/25 SOFR + 0.91% |
| 233,305 |
| ||||
Bank of Montreal | ||||||||||
500,000 | 1.500%, 01/10/25 | 477,610 | ||||||||
500,000 | 1.250%, 09/15/26^ | 454,725 | ||||||||
500,000 | 0.625%, 07/09/24 | 474,105 | ||||||||
Bank of New York Mellon Corp. | ||||||||||
750,000 | 0.850%, 10/25/24 | 712,365 | ||||||||
500,000 | 3.350%, 04/25/25 | 500,490 | ||||||||
500,000 | 1.950%, 08/23/22 | 499,895 | ||||||||
Bank of Nova Scotia | ||||||||||
1,000,000 | 1.450%, 01/10/25 | 952,900 | ||||||||
500,000 | 0.700%, 04/15/24 | 476,325 | ||||||||
200,000 | 0.650%, 07/31/24 | 188,862 | ||||||||
Bank of NY Mellon Corp. | ||||||||||
500,000 | 4.414%, 07/24/26 | 508,470 | ||||||||
500,000 | 3.430%, 06/13/25 | 499,040 | ||||||||
| 1,000,000 | | Barclays, PLC 1.007%, 12/10/24 1 year CMT + 0.80% |
| 952,590 |
| ||||
Blackstone Private Credit Fund* | ||||||||||
500,000 | 2.350%, 11/22/24 | 461,700 | ||||||||
300,000 | 1.750%, 09/15/24 | 274,137 | ||||||||
| 1,000,000 | | BP Capital Markets America, Inc. 3.790%, 02/06/24 |
| 1,009,720 |
| ||||
| 1,000,000 | | Brookfield Finance, Inc. 4.000%, 04/01/24 |
| 1,008,420 |
| ||||
| 450,000 | | Buffalo State College Foundation Housing Corp. 2.100%, 11/01/22 |
| 447,413 |
| ||||
Capital One Financial Corp. | ||||||||||
| 500,000 | | 4.985%, 07/24/26 SOFR + 2.16% |
| 504,330 |
| ||||
500,000 | 2.636%, 03/03/26 | 476,385 | ||||||||
500,000 | 2.600%, 05/11/23^ | 496,800 | ||||||||
1,000,000 | Caterpillar Financial Services Corp. 0.450%, 05/17/24 | 955,590 | ||||||||
Charles Schwab Corp. | ||||||||||
1,000,000 | 0.750%, 03/18/24^ | 965,120 | ||||||||
250,000 | 0.900%, 03/11/26 | 230,225 | ||||||||
| 1,000,000 | | Chubb INA Holdings, Inc. 3.350%, 05/15/24 |
| 1,006,130 |
|
See accompanying Notes to Schedule of Investments
79
Calamos Short-Term Bond Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
PRINCIPAL | VALUE | |||||||||
Citigroup, Inc. | ||||||||||
| 1,000,000 | | 0.981%, 05/01/25 SOFR + 0.67% | $ | 947,430 |
| ||||
| 500,000 | | 2.014%, 01/25/26 SOFR + 0.69% |
| 475,340 |
| ||||
| 500,000 | | 1.281%, 11/03/25 SOFR + 0.53% |
| 468,110 |
| ||||
1,000,000 | Citizens Bank NA/Providence RI^ 4.119%, 05/23/25 | 999,720 | ||||||||
| 1,000,000 | | CNO Global Funding* 1.650%, 01/06/25 |
| 945,840 |
| ||||
| 1,000,000 | | Cooperatieve Rabobank UA/NY 1.375%, 01/10/25 |
| 949,890 |
| ||||
| 475,000 | | Credit Acceptance Corp.* 5.125%, 12/31/24 |
| 459,178 |
| ||||
Credit Suisse AG/New York NY | ||||||||||
500,000 | 3.700%, 02/21/25 | 493,995 | ||||||||
500,000 | 1.000%, 05/05/23 | 487,230 | ||||||||
250,000 | 0.495%, 02/02/24^ | 238,005 | ||||||||
| 1,500,000 | | Danske Bank, A/S*^ 0.976%, 09/10/25 1 year CMT + 0.55% |
| 1,390,410 |
| ||||
| 1,250,000 | | Discover Bank 2.450%, 09/12/24 |
| 1,204,725 |
| ||||
| 1,000,000 | | DNB Bank, ASA* 0.856%, 09/30/25 1 year CMT + 0.33% |
| 936,980 |
| ||||
| 207,000 | | Enact Holdings, Inc.* 6.500%, 08/15/25 |
| 208,592 |
| ||||
European Bank for Reconstruction & Development | ||||||||||
1,250,000 | 0.500%, 11/25/25 | 1,153,975 | ||||||||
1,000,000 | 0.500%, 05/19/25 | 935,330 | ||||||||
European Investment Bank | ||||||||||
1,000,000 | 0.375%, 07/24/24 | 950,700 | ||||||||
1,000,000 | 0.250%, 09/15/23 | 969,230 | ||||||||
Fifth Third Bancorp | ||||||||||
500,000 | 4.300%, 01/16/24 | 504,440 | ||||||||
500,000 | 1.707%, 11/01/27 SOFR + 0.69% | 455,505 | ||||||||
| 500,000 |
| FNB Corp/PA 2.200%, 02/24/23 |
| 493,950 |
| ||||
| 500,000 | | Franklin Resources, Inc. 2.800%, 09/15/22 |
| 499,635 |
| ||||
Goldman Sachs Group, Inc. | ||||||||||
750,000 | 0.855%, 02/12/26 SOFR + 0.61% | 690,855 | ||||||||
| 500,000 | | 1.757%, 01/24/25 SOFR + 0.73% |
| 483,000 |
| ||||
500,000 | 1.217%, 12/06/23 | 484,880 | ||||||||
250,000 | 0.627%, 11/17/23 | 247,700 | ||||||||
| 350,000 | | HAT Holdings I, LLC / HAT Holdings II, LLC* 3.375%, 06/15/26 |
| 308,644 |
| ||||
HSBC Holdings, PLC | ||||||||||
| 750,000 | | 0.732%, 08/17/24 SOFR + 0.53% |
| 721,515 |
| ||||
| 500,000 | | 1.162%, 11/22/24 SOFR + 0.58% |
| 479,190 |
| ||||
| 450,000 | | 2.999%, 03/10/26 SOFR + 1.43% |
| 432,882 |
| ||||
| 250,000 | | Hyundai Capital America* 2.375%, 02/10/23 |
| 247,875 |
|
PRINCIPAL | VALUE | |||||||||
| 1,000,000 | | Inter-American Development Bank^ 1.750%, 03/14/25 | $ | 970,610 |
| ||||
| 500,000 | | Intercontinental Exchange, Inc. 3.650%, 05/23/25 |
| 504,000 |
| ||||
| 1,000,000 | | International Bank for Reconstruction & Development 1.625%, 01/15/25 |
| 970,420 |
| ||||
JPMorgan Chase & Company | ||||||||||
| 500,000 | | 2.595%, 02/24/26 SOFR + 0.92% |
| 481,215 |
| ||||
| 500,000 | | 0.824%, 06/01/25 SOFR + 0.54% |
| 470,835 |
| ||||
| 250,000 | | 1.578%, 04/22/27 SOFR + 0.89% |
| 227,205 |
| ||||
| 250,000 | | 0.768%, 08/09/25 SOFR + 0.49% |
| 233,638 |
| ||||
| 250,000 | | KeyBank NA/Cleveland OH^ 0.423%, 01/03/24 SOFR + 0.34% |
| 246,663 |
| ||||
| 500,000 | | KeyCorp 3.878%, 05/23/25 |
| 498,970 |
| ||||
Kreditanstalt fuer Wiederaufbau | ||||||||||
1,000,000 | 1.250%, 01/31/25 | 960,330 | ||||||||
300,000 | 1.000%, 10/01/26^ | 277,887 | ||||||||
| 1,000,000 | | Ladder Capital Finance Holdings, LLLP / Ladder Capital Finance Corp.* 5.250%, 10/01/25 |
| 945,990 |
| ||||
Lloyds Banking Group, PLC | ||||||||||
| 750,000 | | 0.695%, 05/11/24 1 year CMT + 0.55% |
| 728,280 |
| ||||
| 500,000 | | 3.511%, 03/18/26 1 year CMT + 1.60 |
| 488,665 |
| ||||
| 750,000 | | LSEGA Financing, PLC*^ 0.650%, 04/06/24 |
| 712,080 |
| ||||
| 250,000 | | Macquarie Bank, Ltd.* 2.100%, 10/17/22 |
| 249,477 |
| ||||
Macquarie Group, Ltd.* | ||||||||||
| 650,000 | | 4.150%, 03/27/24 3 mo. USD LIBOR + 1.33% |
| 650,897 |
| ||||
500,000 | 1.201%, 10/14/25 | 466,330 | ||||||||
| 1,000,000 | | Markel Corp. 3.625%, 03/30/23 |
| 1,001,910 |
| ||||
Metropolitan Life Global Funding I* | ||||||||||
1,000,000 | 2.800%, 03/21/25 | 980,330 | ||||||||
335,000 | 0.700%, 09/27/24^ | 315,074 | ||||||||
500,000 | Mitsubishi UFJ Financial Group, Inc.^ | 505,510 | ||||||||
Mondelez International Holdings Netherlands, BV* | ||||||||||
520,000 | 0.750%, 09/24/24^ | 488,613 | ||||||||
250,000 | 2.125%, 09/19/22 | 249,662 | ||||||||
Morgan Stanley | ||||||||||
| 750,000 | | 0.790%, 05/30/25 SOFR + 0.53% |
| 704,422 |
| ||||
| 750,000 | | 0.731%, 04/05/24 SOFR + 0.62% |
| 733,665 |
| ||||
National Bank of Canada | ||||||||||
500,000 | 3.750%, 06/09/25^ | 497,170 | ||||||||
250,000 | 2.100%, 02/01/23 | 248,790 |
See accompanying Notes to Schedule of Investments
80
Calamos Short-Term Bond Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
PRINCIPAL | VALUE | |||||||||
| 500,000 | | National Securities Clearing Corp.*^ 1.200%, 04/23/23 | $ | 493,380 |
| ||||
| 500,000 | | NatWest Group, PLC 2.359%, 05/22/24 1 year CMT + 2.15% |
| 492,040 |
| ||||
| 500,000 | | NatWest Markets, PLC* 1.600%, 09/29/26 |
| 450,570 |
| ||||
| 500,000 | | Nordea Bank Abp* 1.500%, 09/30/26 |
| 453,280 |
| ||||
Nordic Investment Bank | ||||||||||
1,000,000 | 2.625%, 04/04/25 | 993,640 | ||||||||
1,000,000 | 0.375%, 09/11/25 | 924,770 | ||||||||
| 1,000,000 | | Oesterreichische Kontrollbank, AG 1.500%, 02/12/25 |
| 965,900 |
| ||||
| 500,000 | | OneMain Finance Corp. 6.125%, 03/15/24 |
| 495,525 |
| ||||
500,000 | Pacific Life Global Funding II* | 484,390 | ||||||||
250,000 | PNC Financial Services Group, 2.200%, 11/01/24 | 244,005 | ||||||||
| 500,000 | | Pricoa Global Funding I* 1.200%, 09/01/26 |
| 457,490 |
| ||||
| 1,000,000 | | Radian Group, Inc. 4.500%, 10/01/24 |
| 987,880 |
| ||||
| 1,000,000 | | Reinsurance Group of America, Inc. 4.700%, 09/15/23 |
| 1,011,600 |
| ||||
1,000,000 | Reliance Standard Life Global | 1,003,130 | ||||||||
| 500,000 | | Rocket Mortgage, LLC / Rocket Mortgage Co-Issuer, Inc.* 2.875%, 10/15/26 |
| 441,825 |
| ||||
Royal Bank of Canada | ||||||||||
500,000 | 0.650%, 07/29/24^ | 472,650 | ||||||||
250,000 | 1.950%, 01/17/23^ | 248,872 | ||||||||
250,000 | 0.875%, 01/20/26 | 227,975 | ||||||||
SBA Tower Trust* | ||||||||||
500,000 | 1.631%, 05/15/51 | 454,062 | ||||||||
250,000 | 1.840%, 04/15/27 | 223,969 | ||||||||
200,000 | 1.884%, 07/15/50 | 181,945 | ||||||||
190,000 | 2.836%, 01/15/50 | 183,936 | ||||||||
250,000 | Shell International Finance, BV^ | 244,610 | ||||||||
Skandinaviska Enskilda Banken, | ||||||||||
500,000 | 0.650%, 09/09/24 | 468,530 | ||||||||
300,000 | 1.200%, 09/09/26 | 271,770 | ||||||||
500,000 | SLM Corp. | 439,080 | ||||||||
Starwood Property Trust, Inc.* | ||||||||||
500,000 | 5.500%, 11/01/23^ | 501,385 | ||||||||
500,000 | 3.750%, 12/31/24 | 482,845 | ||||||||
500,000 | State Street Corp. | 488,725 | ||||||||
500,000 | StoneX Group, Inc.* | 511,285 | ||||||||
1,500,000 | SVB Financial Group^ | 1,481,400 | ||||||||
1,000,000 | Svenska Handelsbanken, AB* | 996,370 | ||||||||
Toronto-Dominion Bank | ||||||||||
500,000 | 3.766%, 06/06/25 | 502,090 |
PRINCIPAL | VALUE | |||||||||
500,000 | 1.450%, 01/10/25 | $ | 477,880 | |||||||
250,000 | 1.200%, 06/03/26 | 228,470 | ||||||||
250,000 | 0.750%, 09/11/25 | 229,470 | ||||||||
250,000 | 0.750%, 01/06/26 | 227,230 | ||||||||
Truist Financial Corp. | ||||||||||
1,000,000 | 3.750%, 12/06/23 | 1,010,930 | ||||||||
250,000 | 2.200%, 03/16/23 | 248,455 | ||||||||
UBS AG/London* | ||||||||||
1,000,000 | 1.375%, 01/13/25 | 946,230 | ||||||||
500,000 | 0.450%, 02/09/24 | 476,590 | ||||||||
250,000 | 0.700%, 08/09/24 | 235,763 | ||||||||
500,000 | USAA Capital Corp.* | 493,305 | ||||||||
Ventas Realty, LP | ||||||||||
1,000,000 | 3.500%, 04/15/24 | 990,990 | ||||||||
1,000,000 | 3.500%, 02/01/25 | 986,220 | ||||||||
750,000 | VICI Properties, LP / VICI Note | 712,635 | ||||||||
Wells Fargo & Company | ||||||||||
500,000 | 3.908%, 04/25/26 | 496,930 | ||||||||
500,000 | 1.654%, 06/02/24 | 490,720 | ||||||||
|
|
| ||||||||
87,188,381 | ||||||||||
|
|
| ||||||||
Health Care (3.5%) | ||||||||||
250,000 | AbbVie, Inc. | 249,565 | ||||||||
250,000 | AstraZeneca, PLC | 227,573 | ||||||||
250,000 | Bausch Health Companies, Inc.* | 224,438 | ||||||||
Baxter International, Inc. | ||||||||||
1,000,000 | 1.322%, 11/29/24 | 946,260 | ||||||||
500,000 | 0.868%, 12/01/23 | 482,925 | ||||||||
Bristol-Myers Squibb Company | ||||||||||
1,000,000 | 2.900%, 07/26/24 | 999,600 | ||||||||
250,000 | 3.550%, 08/15/22 | 250,085 | ||||||||
250,000 | Cigna Corp. | 239,300 | ||||||||
| 750,000 | | Elanco Animal Health, Inc. 5.772%, 08/28/23 |
| 769,927 |
| ||||
| 750,000 | | Elevance Health, Inc. 2.375%, 01/15/25 |
| 731,460 |
| ||||
| 375,000 | | Gilead Sciences, Inc. 0.750%, 09/29/23 |
| 364,403 |
| ||||
| 250,000 | | GlaxoSmithKline Capital, PLC 0.534%, 10/01/23 |
| 243,255 |
| ||||
| 250,000 | | GSK Consumer Healthcare Capital UK, PLC* 3.125%, 03/24/25 |
| 246,423 |
| ||||
| 1,000,000 | | GSK Consumer Healthcare Capital US, LLC* 3.024%, 03/24/24 |
| 988,530 |
| ||||
| 1,000,000 | | Health Care Service Corp. A Mutual Legal Reserve Company* 1.500%, 06/01/25 |
| 938,920 |
| ||||
| 750,000 | | Humana, Inc. 0.650%, 08/03/23 |
| 729,877 |
| ||||
400,000 | Illumina, Inc. | 391,304 | ||||||||
Laboratory Corp. of America Holdings | ||||||||||
500,000 | 3.600%, 02/01/25 | 499,515 | ||||||||
500,000 | 2.300%, 12/01/24^ | 484,345 |
See accompanying Notes to Schedule of Investments
81
Calamos Short-Term Bond Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
PRINCIPAL | VALUE | |||||||||
| 500,000 | | PerkinElmer, Inc. 0.850%, 09/15/24 | $ | 469,310 |
| ||||
| 750,000 | | Quest Diagnostics, Inc. 3.500%, 03/30/25 |
| 747,120 |
| ||||
| 500,000 | | Tenet Healthcare Corp.* 4.625%, 09/01/24 |
| 497,335 |
| ||||
| 1,000,000 | | Teva Pharmaceutical Finance Company, BV 2.950%, 12/18/22 |
| 995,830 |
| ||||
| 750,000 | | Thermo Fisher Scientific, Inc. 1.215%, 10/18/24 |
| 717,307 |
| ||||
|
|
| ||||||||
13,434,607 | ||||||||||
|
|
| ||||||||
Industrials (7.7%) | ||||||||||
| 1,000,000 | | 3M Company^ 3.250%, 02/14/24 |
| 1,003,180 |
| ||||
| 1,157,000 | | Abercrombie & Fitch Management Company* 8.750%, 07/15/25 |
| 1,138,916 |
| ||||
Air Lease Corp. | ||||||||||
500,000 | 0.800%, 08/18/24 | 464,430 | ||||||||
250,000 | 2.250%, 01/15/23 | 248,240 | ||||||||
| 750,000 | | Albertsons Companies, Inc. / Safeway, Inc. / New Albertsons, LP / Albertsons, LLC* 3.500%, 02/15/23 |
| 749,940 |
| ||||
| 750,000 | | Beacon Roofing Supply, Inc.* 4.500%, 11/15/26 |
| 728,197 |
| ||||
| 250,000 | | Berry Global, Inc. 0.950%, 02/15/24 |
| 237,738 |
| ||||
| 500,000 | | BMW Finance, NV*^ 2.250%, 08/12/22 |
| 499,945 |
| ||||
1,000,000 | Canadian Pacific Railway Company 1.350%, 12/02/24 | 950,190 | ||||||||
Daimler Trucks Finance North America, LLC* | ||||||||||
500,000 | 1.625%, 12/13/24 | 473,180 | ||||||||
500,000 | 1.125%, 12/14/23 | 482,445 | ||||||||
| 1,000,000 | | Delta Air Lines, Inc. 3.800%, 04/19/23 |
| 998,500 |
| ||||
| 1,000,000 | | Delta Air Lines, Inc. / SkyMiles IP, Ltd.* 4.500%, 10/20/25 |
| 990,990 |
| ||||
| 500,000 | | GATX Corp. 4.350%, 02/15/24 |
| 502,770 |
| ||||
| 500,000 | | Graphic Packaging International, LLC* 0.821%, 04/15/24 |
| 472,590 |
| ||||
| 500,000 | | GXO Logistics, Inc. 1.650%, 07/15/26 |
| 439,270 |
| ||||
| 750,000 | | Hawaiian Brand Intellectual Property, Ltd. / HawaiianMiles Loyalty, Ltd.* 5.750%, 01/20/26 |
| 730,995 |
| ||||
Honeywell International, Inc. | ||||||||||
250,000 | 1.350%, 06/01/25^ | 239,300 | ||||||||
100,000 | 0.483%, 08/19/22 | 99,885 | ||||||||
Huntington Ingalls Industries, Inc. | ||||||||||
375,000 | 0.670%, 08/16/23 | 362,584 | ||||||||
250,000 | 3.844%, 05/01/25 | 247,883 | ||||||||
| 500,000 | | Infor, Inc.* 1.450%, 07/15/23 |
| 487,400 |
| ||||
John Deere Capital Corp. | ||||||||||
1,000,000 | 2.125%, 03/07/25^ | 974,290 | ||||||||
500,000 | 3.400%, 06/06/25 | 503,270 |
PRINCIPAL | VALUE | |||||||||
| 1,000,000 | | L3Harris Technologies, Inc. 3.850%, 06/15/23 | $ | 1,000,840 |
| ||||
Leidos, Inc. | ||||||||||
500,000 | 3.625%, 05/15/25 | 494,600 | ||||||||
500,000 | 2.950%, 05/15/23 | 496,720 | ||||||||
| 1,000,000 | | Mars, Inc.*^ 2.700%, 04/01/25 |
| 985,560 |
| ||||
| 1,000,000 | | Nestle Holdings, Inc.*^ 0.375%, 01/15/24 |
| 961,200 |
| ||||
| 500,000 | | Owens Corning^ 4.200%, 12/01/24 |
| 504,020 |
| ||||
| 1,000,000 | | Parker-Hannifin Corp. 2.700%, 06/14/24 |
| 986,320 |
| ||||
| 723,000 | | Picasso Finance Sub, Inc.* 6.125%, 06/15/25 |
| 733,071 |
| ||||
| 350,000 | | QVC, Inc. 4.850%, 04/01/24 |
| 344,729 |
| ||||
Roper Technologies, Inc. | ||||||||||
500,000 | 1.000%, 09/15/25^ | 459,425 | ||||||||
250,000 | 0.450%, 08/15/22 | 249,718 | ||||||||
| 700,000 | | Ryder System, Inc. 3.875%, 12/01/23 |
| 701,862 |
| ||||
| 250,000 | | Sensata Technologies, BV* 4.875%, 10/15/23 |
| 251,620 |
| ||||
Siemens Financieringsmaatschappij, NV* | ||||||||||
500,000 | 3.250%, 05/27/25^ | 499,110 | ||||||||
500,000 | 0.650%, 03/11/24 | 480,225 | ||||||||
250,000 | 0.400%, 03/11/23 | 245,983 | ||||||||
SMBC Aviation Capital Finance DAC* | ||||||||||
1,000,000 | 4.125%, 07/15/23 | 994,030 | ||||||||
500,000 | 1.900%, 10/15/26 | 436,675 | ||||||||
| 1,000,000 | | Southwest Airlines Company 4.750%, 05/04/23 |
| 1,008,260 |
| ||||
| 30,471 | | Southwest Airlines Company 2007-1 Pass Through Trust 6.650%, 08/01/22 |
| 30,471 |
| ||||
| 500,000 | | Stanley Black & Decker, Inc.^ 2.300%, 02/24/25 |
| 487,675 |
| ||||
| 750,000 | | Teledyne Technologies, Inc. 0.950%, 04/01/24 |
| 712,312 |
| ||||
49,000 | TransDigm, Inc.* | 49,273 | ||||||||
| 1,000,000 | | Verisk Analytics, Inc. 4.000%, 06/15/25 |
| 1,005,790 |
| ||||
| 1,000,000 | | Waste Management, Inc. 3.500%, 05/15/24 |
| 1,002,740 |
| ||||
| 750,000 | | WESCO Distribution, Inc.* 7.125%, 06/15/25 |
| 776,407 |
| ||||
|
|
| ||||||||
29,924,764 | ||||||||||
|
|
| ||||||||
Information Technology (4.7%) | ||||||||||
| 1,500,000 | | Apple, Inc. 2.850%, 05/11/24 |
| 1,500,645 |
| ||||
| 1,000,000 | | Autodesk, Inc. 4.375%, 06/15/25 |
| 1,023,060 |
| ||||
| 500,000 | | Block, Inc. 2.750%, 06/01/26 |
| 467,215 |
| ||||
CDW, LLC / CDW Finance Corp. | ||||||||||
500,000 | 5.500%, 12/01/24 | 509,495 | ||||||||
300,000 | 4.125%, 05/01/25 | 296,298 | ||||||||
| 500,000 | | CGI, Inc. 1.450%, 09/14/26 |
| 449,435 |
|
See accompanying Notes to Schedule of Investments
82
Calamos Short-Term Bond Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
PRINCIPAL AMOUNT | VALUE | |||||||||
1,000,000 | Dell International, LLC / EMC Corp. 4.000%, 07/15/24 | $ | 1,005,810 | |||||||
Fidelity National Information Services, Inc. | ||||||||||
500,000 | 4.500%, 07/15/25 | 508,325 | ||||||||
500,000 | 0.600%, 03/01/24 | 476,135 | ||||||||
500,000 | Fortinet, Inc.^ | 450,165 | ||||||||
Hewlett Packard Enterprise Company | ||||||||||
750,000 | 1.450%, 04/01/24 | 725,527 | ||||||||
300,000 | 2.250%, 04/01/23 | 297,939 | ||||||||
| 500,000 | | HP, Inc. 1.450%, 06/17/26 |
| 456,935 |
| ||||
| 1,000,000 | | Intel Corp. 2.875%, 05/11/24 |
| 999,830 |
| ||||
| 500,000 | | Intuit, Inc. 0.650%, 07/15/23 |
| 487,555 |
| ||||
500,000 | KLA Corp. 4.650%, 11/01/24 | 513,020 | ||||||||
| 1,000,000 | | Microchip Technology, Inc. 0.972%, 02/15/24 |
| 954,680 |
| ||||
| 1,000,000 | | NetApp, Inc. 1.875%, 06/22/25 |
| 949,460 |
| ||||
| 1,000,000 | | NVIDIA Corp. 0.584%, 06/14/24 |
| 954,650 |
| ||||
| 1,000,000 | | Oracle Corp. 2.400%, 09/15/23 |
| 989,150 |
| ||||
| 1,000,000 | | PayPal Holdings, Inc. 2.400%, 10/01/24 |
| 985,760 |
| ||||
| 750,000 | | PTC, Inc.* 3.625%, 02/15/25 |
| 731,827 |
| ||||
350,000 | Seagate HDD Cayman 4.750%, 06/01/23 | 349,853 | ||||||||
Take-Two Interactive Software, Inc. | ||||||||||
500,000 | 3.550%, 04/14/25 | 496,610 | ||||||||
500,000 | 3.300%, 03/28/24 | 498,825 | ||||||||
| 250,000 | | Texas Instruments, Inc.^ 1.125%, 09/15/26 |
| 232,810 |
| ||||
| 200,000 | | TSMC Arizona Corp. 1.750%, 10/25/26 |
| 185,576 |
| ||||
| 750,000 | | VMware, Inc. - Class A 1.000%, 08/15/24 |
| 707,513 |
| ||||
|
|
| ||||||||
18,204,103 | ||||||||||
|
|
| ||||||||
Materials (1.9%) | ||||||||||
750,000 | Alcoa Nederland Holding, BV* 5.500%, 12/15/27 | 744,495 | ||||||||
| 250,000 | | Avery Dennison Corp. 0.850%, 08/15/24 |
| 236,005 |
| ||||
| 250,000 | | Ball Corp. 4.000%, 11/15/23 |
| 250,845 |
| ||||
| 1,000,000 | | Celanese US Holdings, LLC 5.900%, 07/05/24 |
| 1,007,760 |
| ||||
350,000 | Clearwater Paper Corp.* 5.375%, 02/01/25 | 347,890 | ||||||||
| 1,000,000 | | Freeport-McMoRan, Inc. 5.000%, 09/01/27 |
| 995,270 |
| ||||
| 1,000,000 | | Genuine Parts Company^ 1.750%, 02/01/25 |
| 953,560 |
| ||||
| 500,000 | | Martin Marietta Materials, Inc. 0.650%, 07/15/23 |
| 485,370 |
| ||||
| 1,000,000 | | OCI, NV* 4.625%, 10/15/25 |
| 975,510 |
|
PRINCIPAL AMOUNT | VALUE | |||||||||
| 500,000 | | Owens-Brockway Glass Container, Inc.* 5.875%, 08/15/23 | $ | 500,875 |
| ||||
| 1,000,000 | | Sonoco Products Company 1.800%, 02/01/25 |
| 951,600 |
| ||||
|
|
| ||||||||
7,449,180 | ||||||||||
|
|
| ||||||||
Other (0.1%) | ||||||||||
| 250,000 | | Toyota Motor Credit Corp.^ 0.800%, 01/09/26 |
| 230,305 |
| ||||
|
|
| ||||||||
Real Estate (1.5%) | ||||||||||
| 250,000 | | American Tower Corp. 0.600%, 01/15/24 |
| 239,133 |
| ||||
| 500,000 | | EPR Properties 4.500%, 04/01/25 |
| 491,250 |
| ||||
Equinix, Inc. | ||||||||||
500,000 | 1.000%, 09/15/25 | 457,335 | ||||||||
250,000 | 1.250%, 07/15/25 | 231,903 | ||||||||
| 500,000 | | Federal Realty OP, LP 1.250%, 02/15/26 |
| 455,070 |
| ||||
| 750,000 | | Forestar Group, Inc.* 3.850%, 05/15/26 |
| 664,627 |
| ||||
| 1,000,000 | | Healthpeak Properties, Inc.^ 3.400%, 02/01/25 |
| 987,190 |
| ||||
| 500,000 | | Kimco Realty Corp. 3.125%, 06/01/23 |
| 498,150 |
| ||||
| 500,000 | | Realty Income Corp. 4.625%, 11/01/25 |
| 513,340 |
| ||||
Simon Property Group, LP | ||||||||||
500,000 | 1.375%, 01/15/27^ | 449,545 | ||||||||
250,000 | 2.000%, 09/13/24 | 242,485 | ||||||||
Welltower, Inc. | ||||||||||
500,000 | 3.625%, 03/15/24 | 499,655 | ||||||||
250,000 | 4.000%, 06/01/25 | 250,102 | ||||||||
|
|
| ||||||||
5,979,785 | ||||||||||
|
|
| ||||||||
Special Purpose Acquisition Companies (0.4%) | ||||||||||
1,000,000 | Novartis Capital Corp. 3.400%, 05/06/24 | 1,006,380 | ||||||||
| 400,000 | | Shire Acquisitions Investments Ireland DAC 2.875%, 09/23/23 |
| 396,500 |
| ||||
|
|
| ||||||||
1,402,880 | ||||||||||
|
|
| ||||||||
Utilities (2.8%) | ||||||||||
| 250,000 | | AES Corp. 1.375%, 01/15/26 |
| 225,715 |
| ||||
| 500,000 | | Alexander Funding Trust* 1.841%, 11/15/23 |
| 480,200 |
| ||||
| 500,000 | | American Electric Power Company, Inc. 0.750%, 11/01/23 |
| 483,755 |
| ||||
| 1,000,000 | | CMS Energy Corp. 3.600%, 11/15/25 |
| 994,190 |
| ||||
| 250,000 | | Consolidated Edison, Inc.^ 0.650%, 12/01/23 |
| 241,260 |
| ||||
300,000 | DPL, Inc. | 291,036 | ||||||||
DTE Energy Company | ||||||||||
1,000,000 | 1.050%, 06/01/25 | 930,860 | ||||||||
250,000 | 2.250%, 11/01/22 | 249,360 | ||||||||
| 750,000 | | Enel Finance International, NV* 2.650%, 09/10/24 |
| 727,477 |
| ||||
| 250,000 | | Entergy Arkansas, LLC 3.500%, 04/01/26 |
| 250,978 |
|
See accompanying Notes to Schedule of Investments
83
Calamos Short-Term Bond Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
PRINCIPAL | VALUE | |||||||||
| 300,000 | | Entergy Corp. 0.900%, 09/15/25 | $ | 274,266 |
| ||||
| 500,000 | | Entergy Texas, Inc. 1.500%, 09/01/26 |
| 454,585 |
| ||||
Florida Power & Light Company | ||||||||||
1,000,000 | 3.125%, 12/01/25^ | 1,002,950 | ||||||||
500,000 | 2.850%, 04/01/25 | 498,135 | ||||||||
| 167,000 | | NextEra Energy Capital Holdings, Inc.^ 0.650%, 03/01/23 | 164,548 | ||||||
25,000 | PPL Capital Funding, Inc. 4.915%, 03/30/67 | 20,069 | ||||||||
| 250,000 | | Public Service Electric and Gas Company 0.950%, 03/15/26 |
| 229,970 |
| ||||
| 1,500,000 | | Public Service Enterprise Group, Inc. 0.841%, 11/08/23 |
| 1,449,720 |
| ||||
200,000 | Sempra Energy 3.300%, 04/01/25 | 198,056 | ||||||||
| 1,000,000 | | Southern California Gas Company 3.150%, 09/15/24 |
| 1,000,220 |
| ||||
250,000 | Southern Power Company^ 0.900%, 01/15/26 | 227,773 | ||||||||
| 500,000 | | WEC Energy Group, Inc. 0.800%, 03/15/24 |
| 478,555 |
| ||||
|
|
| ||||||||
10,873,678 | ||||||||||
|
|
| ||||||||
TOTAL CORPORATE BONDS (Cost $236,066,267) | 226,972,172 | |||||||||
|
|
| ||||||||
U.S. GOVERNMENT AND AGENCY SECURITIES (7.2%) | ||||||||||
U.S. Treasury Note | ||||||||||
2,000,000 | 3.000%, 07/15/25 | 2,010,312 | ||||||||
2,000,000 | 2.000%, 05/31/24 | 1,967,969 | ||||||||
United States Treasury Note | ||||||||||
8,000,000 | 0.375%, 10/31/23 | 7,750,000 | ||||||||
6,000,000 | 0.625%, 10/15/24 | 5,712,891 | ||||||||
4,000,000 | 1.125%, 10/31/26 | 3,740,625 | ||||||||
3,000,000 | 0.250%, 09/30/23^ | 2,907,773 | ||||||||
2,000,000 | 1.750%, 07/31/24 | 1,955,977 | ||||||||
2,000,000 | 0.125%, 02/15/24 | 1,916,094 | ||||||||
|
|
| ||||||||
TOTAL U.S. GOVERNMENT AND AGENCY SECURITIES (Cost $28,963,732) |
| 27,961,641 |
| |||||||
|
|
| ||||||||
SOVEREIGN BONDS (0.3%) | ||||||||||
| 500,000 | | Kommunalbanken AS* 0.500%, 01/13/26 |
| 459,070 |
| ||||
750,000 | Korea Development Bank^ 0.750%, 01/25/25 | 702,960 | ||||||||
|
|
| ||||||||
TOTAL SOVEREIGN BONDS (Cost $1,243,301) |
| 1,162,030 |
| |||||||
|
|
| ||||||||
BANK LOANS (10.4%) ¡ | ||||||||||
Airlines (0.3%) | ||||||||||
470,000 | AAdvantage Loyalty IP, Ltd. 7.460%, 04/20/28 3 mo. LIBOR + 4.75% | 464,125 |
PRINCIPAL | VALUE | |||||||||
| 500,000 | | Mileage Plus Holdings, LLC 7.313%, 06/21/27 3 mo. LIBOR + 5.25% | $ | 505,000 |
| ||||
| 250,000 | | Mileage Plus Holdings, LLC! 0.000%, 06/21/27 |
| 252,500 |
| ||||
|
|
| ||||||||
1,221,625 | ||||||||||
|
|
| ||||||||
Communication Services (1.7%) | ||||||||||
| 1,987,006 | | Charter Communications Operating, LLC 4.130%, 04/30/25 1 mo. LIBOR + 1.75% |
| 1,957,033 |
| ||||
| 715,473 | | DIRECTV Financing, LLC 7.372%, 08/02/27 1 mo. LIBOR + 5.00% |
| 678,097 |
| ||||
| 1,180,255 | | Go Daddy Operating Company, LLC 4.122%, 02/15/24 1 mo. LIBOR + 1.75% |
| 1,170,140 |
| ||||
| 650,187 | | Nexstar Broadcasting, Inc. 4.872%, 09/18/26 1 mo. LIBOR + 2.50% |
| 644,173 |
| ||||
| 1,266,016 | | Nielsen Finance LLC 3.872%, 10/04/23 1 mo. LIBOR + 2.00% |
| 1,265,225 |
| ||||
| 937,293 | | SBA Senior Finance II, LLC 4.130%, 04/11/25 1 mo. LIBOR + 1.75% |
| 918,350 |
| ||||
|
|
| ||||||||
6,633,018 | ||||||||||
|
|
| ||||||||
Consumer Discretionary (0.8%) | ||||||||||
| 997,500 | | Avis Budget Car Rental, LLC 5.927%, 03/16/29 1 mo. SOFR + 3.50% |
| 980,044 |
| ||||
| 988,741 | | Murphy USA, Inc. 3.470%, 01/31/28 1 mo. LIBOR + 1.75% |
| 990,594 |
| ||||
| 496,241 | | PetSmart, Inc. 6.120%, 02/11/28 1 mo. LIBOR + 3.75% |
| 479,594 |
| ||||
| 750,000 | | SkyMiles IP, Ltd. 6.460%, 10/20/27 3 mo. LIBOR + 3.75% |
| 759,563 |
| ||||
|
|
| ||||||||
3,209,795 | ||||||||||
|
|
| ||||||||
Consumer Staples (0.5%) | ||||||||||
| 937,611 | | Energizer Holdings, Inc. 4.500%, 12/22/27 1 mo. LIBOR + 2.25% |
| 903,622 |
| ||||
| 1,047,288 | | JBS USA LUX, SA 2.804%, 05/01/26 6 mo. LIBOR + 2.00% |
| 1,031,579 |
| ||||
|
|
| ||||||||
1,935,201 | ||||||||||
|
|
| ||||||||
Energy (0.2%) | ||||||||||
| 550,077 | | DT Midstream, Inc. 4.372%, 06/26/28 1 mo. LIBOR + 2.00% |
| 551,257 |
| ||||
|
|
| ||||||||
Financials (0.6%) | ||||||||||
| 991,241 | | Jazz Financing Lux Sarl 5.872%, 05/05/28 1 mo. LIBOR + 3.50% |
| 970,593 |
|
See accompanying Notes to Schedule of Investments
84
Calamos Short-Term Bond Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
PRINCIPAL AMOUNT | VALUE | |||||||||
| 1,505,992 | | Level 3 Financing, Inc. 4.122%, 03/01/27 1 mo. LIBOR + 1.75% | $ | 1,452,574 |
| ||||
|
|
| ||||||||
2,423,167 | ||||||||||
|
|
| ||||||||
Health Care (1.5%) | ||||||||||
| 460,003 | | Avantor Funding, Inc. 4.622%, 11/08/27 1 mo. LIBOR + 2.25% |
| 452,431 |
| ||||
| 939,366 | | Catalent Pharma Solutions Inc. 4.250%, 02/22/28 1 mo. LIBOR + 2.00% |
| 927,741 |
| ||||
| 994,898 | | DaVita, Inc. 4.122%, 08/12/26 1 mo. LIBOR + 1.75%1 mo. LIBOR + 2.00% |
| 944,894 |
| ||||
| 910,761 | | Embecta Corp. 5.054%, 03/30/29 3 mo. SOFR + 3.00% |
| 889,700 |
| ||||
| 183,150 | | HCA, Inc. 4.122%, 06/30/28 1 mo. LIBOR + 1.75% |
| 183,293 |
| ||||
| 333,950 | | Icon Luxembourg Sarl 4.563%, 07/03/28 3 mo. LIBOR + 2.25% |
| 328,702 |
| ||||
| 83,204 | | Icon Luxembourg Sarl 4.563%, 07/03/28 3 mo. LIBOR + 2.25% |
| 81,897 |
| ||||
| 965,428 | | Organon & Co. 4.625%, 06/02/28 3 mo. LIBOR + 3.00% |
| 951,854 |
| ||||
| 1,000,000 | | Perrigo Investments, LLC 4.199%, 04/20/29 1 mo. LIBOR + 2.50% |
| 987,500 |
| ||||
|
|
| ||||||||
5,748,012 | ||||||||||
|
|
| ||||||||
Industrials (2.5%) | ||||||||||
| 1,189,241 | | AECOM Technology Corp. 4.122%, 04/13/28 1 mo. LIBOR + 1.75% |
| 1,189,686 |
| ||||
| 500,000 | | Air Canada 4.250%, 08/11/28 3 mo. LIBOR + 3.50% |
| 483,035 |
| ||||
| 986,339 | | APi Group DE, Inc. 5.122%, 01/03/29 1 mo. LIBOR + 2.75% |
| 968,955 |
| ||||
| 1,500,000 | | Berry Global, Inc. 4.178%, 07/01/26 3 mo. LIBOR + 1.75% |
| 1,477,500 |
| ||||
| 992,443 | | GFL Environmental, Inc. 5.806%, 05/30/25 3 mo. LIBOR + 3.00% |
| 986,102 |
| ||||
| 988,741 | | Horizon Therapeutics USA, Inc. 4.063%, 03/15/28 3 mo. LIBOR + 1.75% |
| 972,056 |
| ||||
| 994,975 | | Jeld-Wen Inc. 4.622%, 07/28/28 1 mo. LIBOR + 2.25% |
| 939,754 |
| ||||
| 919,616 | | Spectrum Brands, Inc. 4.380%, 03/03/28 1 mo. LIBOR + 2.00% |
| 886,279 |
| ||||
| 1,082,023 | | United Rentals, Inc. 4.122%, 10/31/25 1 mo. LIBOR + 1.75% |
| 1,083,105 |
|
PRINCIPAL AMOUNT | VALUE | |||||||||
| 750,000 | | XPO Logistics, Inc. 3.548%, 02/24/25 1 mo. LIBOR + 1.75% | $ | 734,239 |
| ||||
|
|
| ||||||||
9,720,711 | ||||||||||
|
|
| ||||||||
Information Technology (1.2%) | ||||||||||
| 246,250 | | Camelot U.S. Acquisition 1 Company 5.372%, 10/30/26 1 mo. LIBOR + 3.00% |
| 240,709 |
| ||||
| 243,750 | | Camelot U.S. Acquisition 1 Company 5.372%, 10/30/26 1 mo. LIBOR + 3.00% |
| 238,456 |
| ||||
| 643,461 | | ON Semiconductor Corp. 4.372%, 09/19/26 1 mo. LIBOR + 2.00% |
| 642,541 |
| ||||
| 689,203 | | Open Text Corp. 3.403%, 05/30/25 1 mo. LIBOR + 1.75% |
| 689,561 |
| ||||
| 740,625 | | Playtika Holding Corp. 5.122%, 03/13/28 1 mo. LIBOR + 2.75% |
| 723,154 |
| ||||
| 1,000,000 | | TTM Technologies, Inc. 4.213%, 09/28/24 1 mo. LIBOR + 2.50% |
| 998,750 |
| ||||
| 1,000,000 | | ZoomInfo LLC 5.372%, 02/02/26 1 mo. LIBOR + 3.00% |
| 991,665 |
| ||||
|
|
| ||||||||
4,524,836 | ||||||||||
|
|
| ||||||||
Information Technology (0.3%) | ||||||||||
| 1,250,000 | | II-VI, Inc.! 0.000%, 07/02/29 |
| 1,219,787 |
| ||||
|
|
| ||||||||
Materials (0.5%) | ||||||||||
941,176 | American Axle and Manufacturing, Inc. 5.040%, 04/06/24 3 mo. LIBOR + 2.25% |
| 914,904 |
| ||||||
| 1,000,000 | | H.B. Fuller Company 4.126%, 10/20/24 1 mo. LIBOR + 2.00% |
| 1,000,000 |
| ||||
|
|
| ||||||||
1,914,904 | ||||||||||
|
|
| ||||||||
Other (0.3%) | ||||||||||
| 1,000,000 | | ChampionX Corp. 5.080%, 06/07/29 1 mo. LIBOR + 3.25% |
| 996,250 |
| ||||
|
|
| ||||||||
TOTAL BANK LOANS (Cost $40,721,113) |
| 40,098,563 |
| |||||||
|
|
| ||||||||
ASSET BACKED SECURITIES (16.3%) | ||||||||||
Communication Services (0.4%) | ||||||||||
| 1,000,000 | | Verizon Owner Trust 2020-A 1.980%, 07/22/24 |
| 988,542 |
| ||||
| 500,000 | | Verizon Owner Trust 2020-B 0.470%, 02/20/25 |
| 492,263 |
| ||||
|
|
| ||||||||
1,480,805 | ||||||||||
|
|
|
See accompanying Notes to Schedule of Investments
85
Calamos Short-Term Bond Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
PRINCIPAL AMOUNT | VALUE | |||||||||
Consumer Discretionary (0.9%) | ||||||||||
1,500,000 | Avis Budget Rental Car Funding AESOP, LLC* 3.350%, 09/22/25 | $ | 1,472,328 | |||||||
2,000,000 | BMW Vehicle Lease Trust 2022-1 1.100%, 03/25/25 | 1,940,355 | ||||||||
|
|
| ||||||||
3,412,683 | ||||||||||
|
|
| ||||||||
Financials (10.0%) | ||||||||||
2,000,000 | American Express Credit Account Master Trust 0.900%, 11/15/26 | 1,893,890 | ||||||||
| 500,000 | | American Tower Trust #1* 3.070%, 03/15/48 |
| 497,379 |
| ||||
2,000,000 | Capital One Multi-Asset Execution Trust 1.040%, 11/15/26 | 1,900,441 | ||||||||
1,000,000 | Capital One Prime Auto Receivables Trust 2022-1 3.170%, 04/15/27 | 986,955 | ||||||||
398,272 | Commonbond Student Loan Trust 2017-B-GS* 2.680%, 09/25/42 | 388,500 | ||||||||
161,665 | Commonbond Student Loan Trust 2018-C-GS* 3.870%, 02/25/46 | 158,653 | ||||||||
503,349 | Commonbond Student Loan Trust 2019-A-GS* 2.540%, 01/25/47 | 474,636 | ||||||||
798,114 | Commonbond Student Loan Trust 2021-B-GS* 1.170%, 09/25/51 | 725,624 | ||||||||
254,452 | Commonbond Student Loan Trust Series 2021-AGS, Class A* 1.200%, 03/25/52 | 236,533 | ||||||||
1,000,000 | Credit Acceptance Auto Loan Trust 2020-3* 1.240%, 10/15/29 | 975,399 | ||||||||
1,140,000 | Credit Acceptance Auto Loan Trust 2021-2* 0.960%, 02/15/30 | 1,093,149 | ||||||||
500,000 | Credit Acceptance Auto Loan Trust 2021-4* 1.260%, 10/15/30 | 471,576 | ||||||||
1,550,000 | Dell Equipment Finance Trust 2020-1* 2.980%, 04/24/23 | 1,549,110 | ||||||||
408,278 | Dell Equipment Finance Trust 2020-2* 0.570%, 10/23/23 | 403,112 | ||||||||
250,000 | Dell Equipment Finance Trust Deft 2022 2 B 144a 4.400%, 07/22/27 | 251,874 | ||||||||
300,000 | Dell Equipment Finance Trust Series 2021-1, Class B* 0.710%, 05/22/26 | 288,710 | ||||||||
1,500,000 | Discover Card Execution Note Trust 3.320%, 05/15/27 | 1,501,359 | ||||||||
1,000,000 | DT Auto Owner Trust 2022-2* 4.220%, 01/15/27 | 992,171 | ||||||||
998,711 | ELFI Graduate Loan Program 2021-A, LLC* 1.530%, 12/26/46 | 913,424 |
PRINCIPAL AMOUNT | VALUE | |||||||||
1,225,000 | ELFI Graduate Loan Program 2022-A, LLC* 4.510%, 08/26/47 | $ | 1,226,575 | |||||||
145,850 | Enterprise Fleet Financing 2019- 3, LLC* 2.060%, 05/20/25 | 145,448 | ||||||||
909,387 | Enterprise Fleet Financing 2020-2, LLC* 0.610%, 07/20/26 | 889,714 | ||||||||
2,000,000 | Ford Credit Auto Owner Trust 2019-REV1* 3.520%, 07/15/30 | 1,991,698 | ||||||||
1,500,000 | Hertz Vehicle Financing, LLC* 1.210%, 12/26/25 | 1,399,362 | ||||||||
1,250,000 | HPEFS Equipment Trust* 1.790%, 05/21/29 | 1,194,545 | ||||||||
250,000 | Hpefs Equipment Trust 2022-2* 4.200%, 09/20/29 | 251,041 | ||||||||
551,870 | Kubota Credit Owner Trust 2020-1* 1.960%, 03/15/24 | 547,426 | ||||||||
2,000,000 | MMAF Equipment Finance, LLC 2017-B* 2.720%, 06/15/40 | 1,965,345 | ||||||||
590,021 | Navient Private Education Refi Loan Trust 2020-B* 2.120%, 01/15/69 | 559,302 | ||||||||
271,000 | NextGear Floorplan Master Owner Trust* 0.850%, 07/15/26 | 255,997 | ||||||||
780,000 | OneMain Direct Auto Receivables Trust 2021-1* 0.870%, 07/14/28 | 732,751 | ||||||||
777,000 | OneMain Direct Auto Receivables Trust 2021-1* 1.260%, 07/14/28 | 704,607 | ||||||||
860,000 | Oscar US Funding Trust XII, LLC Series 2021-1A, Class A4* 1.000%, 04/10/28 | 794,370 | ||||||||
892,980 | Oscar US Funding XIII, LLC* 0.390%, 08/12/24 | 879,092 | ||||||||
422,209 | Palmer Square Loan Funding 2019-3, Ltd.* 2.328%, 08/20/27 3 mo. USD LIBOR + 0.85% | 419,807 | ||||||||
750,000 | Pawnee Equipment Receivables Pwne 2022 1 A3 144a 5.820%, 02/15/28 | 752,619 | ||||||||
630,863 | Pawnee Equipment Receivables Series 2020-1, LLC* 1.370%, 11/17/25 | 621,974 | ||||||||
438,936 | Pawneee Equipment Receivables Series 2021-1, LLC* 1.100%, 07/15/27 | 423,630 | ||||||||
1,240,000 | Progress Residential 2019-SFR4 Trust* 2.687%, 10/17/36 | 1,210,178 | ||||||||
792,000 | Progress Residentiall Trust Series 2021-SFR5, Class B* 1.658%, 07/17/38 | 711,322 | ||||||||
1,551,184 | SoFi Professional Loan Program 2020-C Trust* 1.950%, 02/15/46 | 1,491,370 | ||||||||
1,615,000 | Toyota Auto Loan Extended Note Trust 2019-1* 2.560%, 11/25/31 | 1,584,477 |
See accompanying Notes to Schedule of Investments
86
Calamos Short-Term Bond Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
PRINCIPAL | VALUE | |||||||||
2,000,000 | World Omni Auto Receivables Trust 2022-B 3.250%, 07/15/27 | $ | 1,986,174 | |||||||
320,373 | World Omni Select Auto 0.550%, 07/15/25 | 317,508 | ||||||||
|
|
| ||||||||
38,758,827 | ||||||||||
|
|
| ||||||||
Industrials (0.2%) | ||||||||||
1,000,000 | John Deere Owner Trust 2021-B 0.740%, 05/15/28 | 920,924 | ||||||||
|
|
| ||||||||
Other (4.5%) | ||||||||||
2,000,000 | Aligned Data Centers Issuer, LLC Series 2021-1A, Class A2* 1.937%, 08/15/46 | 1,797,426 | ||||||||
1,939,015 | Atalaya Equipment Leasing 1.230%, 05/15/26 | 1,892,722 | ||||||||
1,475,000 | CCG Receivables Trust* 3.570%, 09/14/26 | 1,463,334 | ||||||||
330,000 | CCG Receivables Trust 2021-2* 1.270%, 03/14/29 | 308,067 | ||||||||
1,588,333 | CLI Funding VI, LLC 2.070%, 10/18/45 | 1,446,735 | ||||||||
1,209,000 | CNH Equipment Trust 2020-A 2.300%, 10/15/27 | 1,181,524 | ||||||||
258,838 | CNH Equipment Trust 2020-A 1.160%, 06/16/25 | 255,594 | ||||||||
2,333,000 | HPEFS Equipment Trust* 1.200%, 07/22/30 | 2,321,716 | ||||||||
500,000 | HPEFS Equipment Trust 2021-1* 0.570%, 03/20/31 | 483,428 | ||||||||
295,512 | MVW Owner Trust 2019-1* 2.890%, 11/20/36 | 284,174 | ||||||||
821,669 | SCF Equipment Leasing 2020-1, LLC* 1.190%, 10/20/27 | 803,840 | ||||||||
1,070,000 | SCF Equipment Leasing, LLC Series 2021-1A, Class A3* 0.830%, 08/21/28 | 1,029,587 | ||||||||
283,074 | Tesla Auto Lease Trust 2020-A* 0.680%, 12/20/23 | 280,021 | ||||||||
500,000 | Tesla Auto Lease Trust 2021-A* 1.020%, 03/20/25 | 479,804 | ||||||||
775,000 | Tesla Auto Lease Trust 0.910%, 09/22/25 | 729,048 | ||||||||
1,493,167 | Vantage Data Centers Issuer, LLC* 4.196%, 11/16/43 | 1,479,941 | ||||||||
1,000,000 | Verizon Master Trust 1.280%, 04/20/28 | 946,881 | ||||||||
|
|
| ||||||||
17,183,842 | ||||||||||
|
|
| ||||||||
Utilities (0.3%) | ||||||||||
104,712 | Harley-Davidson Motorcycle 1.870%, 10/15/24 | 104,326 |
PRINCIPAL AMOUNT | VALUE | |||||||||
1,000,000 | Harley-Davidson Motorcycle Trust 2022-A 3.060%, 02/15/27 | $ | 990,038 | |||||||
|
|
| ||||||||
1,094,364 | ||||||||||
|
|
| ||||||||
TOTAL ASSET BACKED SECURITIES (Cost $65,123,945) | 62,851,445 | |||||||||
|
|
| ||||||||
MUNICIPAL OBLIGATIONS (4.4%) | ||||||||||
Airlines (0.1%) | ||||||||||
250,000 | Dallas Fort Worth International Airport 1.041%, 11/01/23 | 243,203 | ||||||||
|
|
| ||||||||
Other (4.0%) | ||||||||||
400,000 | Alaska Housing Finance Corp. 0.846%, 12/01/23 | 387,147 | ||||||||
250,000 | Armada Area Schools 0.950%, 05/01/25 | 234,864 | ||||||||
155,000 | City of Auburn CA 0.961%, 06/01/25 | 144,084 | ||||||||
250,000 | City of Carbondale IL 2.163%, 12/01/23 | 244,888 | ||||||||
500,000 | City of Moline IL 0.542%, 12/01/22 | 495,422 | ||||||||
1,000,000 | City of Montclair CA 0.926%, 06/01/24 | 951,186 | ||||||||
850,000 | City of San Ramon CA 0.490%, 07/01/23 | 829,649 | ||||||||
500,000 | City of Wheaton IL 0.786%, 12/01/24 | 469,766 | ||||||||
300,000 | City of Willows CA 0.770%, 08/01/23 | 292,343 | ||||||||
240,000 | City of Willows CA 0.720%, 08/01/22 | 239,972 | ||||||||
300,000 | Colorado Housing and Finance Authority 1.650%, 11/01/25 | 285,068 | ||||||||
150,000 | Colorado Housing and Finance Authority 0.858%, 11/01/24 | 143,237 | ||||||||
250,000 | Corona-Norco Unified School District 1.000%, 09/01/25 | 230,654 | ||||||||
250,000 | County of Bergen NJ 2.000%, 11/01/23 | 246,882 | ||||||||
295,000 | County of San Diego CA 0.600%, 10/01/23 | 286,279 | ||||||||
290,000 | County of San Diego CA 0.480%, 10/01/22 | 288,962 | ||||||||
155,000 | County of Santa Cruz AZ Pledged Revenue 1.250%, 07/01/24 | 148,360 | ||||||||
200,000 | County of Sierra CA 0.920%, 08/01/22 | 199,976 | ||||||||
250,000 | Cypress-Fairbanks Independent School District 5.000%, 02/15/25 | 261,701 | ||||||||
400,000 | Duluth Independent School District No 709 2.000%, 02/01/23 | 397,379 | ||||||||
175,000 | Encinitas Public Financing Authority 1.020%, 10/01/25 | 163,082 |
See accompanying Notes to Schedule of Investments
87
Calamos Short-Term Bond Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
PRINCIPAL | VALUE | |||||||||
175,000 | Encinitas Public Financing Authority 0.790%, 10/01/24 | $ | 166,106 | |||||||
400,000 | Fairfield Facilities Corp. 2.000%, 09/01/24 | 384,308 | ||||||||
250,000 | Galveston Independent School District 5.000%, 02/01/25 | 261,553 | ||||||||
175,000 | Haverstraw-Stony Point Central School District 0.790%, 05/01/23 | 171,975 | ||||||||
200,000 | Indiana Bond Bank 0.650%, 02/01/24 | 191,274 | ||||||||
200,000 | Indiana Bond Bank 0.470%, 02/01/23 | 197,012 | ||||||||
640,000 | Kentucky Housing Corp. 0.550%, 07/01/23 | 624,264 | ||||||||
500,000 | Lake Central Multi-District School Building Corp. 0.853%, 01/15/24 | 481,342 | ||||||||
200,000 | Lakeside Fire Protection District 1.250%, 08/01/23 | 195,027 | ||||||||
125,000 | Lakeside Fire Protection District 1.620%, 08/01/24 | 119,687 | ||||||||
215,000 | Minnetonka Independent School District No 276 2.000%, 01/01/24 | 211,836 | ||||||||
155,000 | Natomas Unified School District 0.700%, 08/01/22 | 154,980 | ||||||||
390,000 | New York City Transitional Finance Authority Future Tax Secured Revenue 1.250%, 05/01/26 | 360,628 | ||||||||
255,000 | New York State Dormitory Authority 2.438%, 02/15/26 | 247,189 | ||||||||
150,000 | Pharr San Juan Alamo Independent School District TX 5.000%, 02/01/25 | 156,885 | ||||||||
250,000 | Reedy Creek Improvement District 1.549%, 06/01/23 | 244,747 | ||||||||
400,000 | Regional Transportation Authority 3.000%, 06/01/25 | 390,936 | ||||||||
265,000 | Sallisaw Municipal Authority 1.420%, 09/01/24 | 253,346 | ||||||||
400,000 | San Bernardino City Unified School District 0.792%, 08/01/23 | 389,003 | ||||||||
350,000 | South Dakota Health & Educational Facilities Authority 0.594%, 11/01/22 | 348,162 | ||||||||
250,000 | Thornapple Kellogg School District 0.930%, 05/01/25 | 236,066 | ||||||||
250,000 | Torrance Joint Powers Financing Authority 1.289%, 10/01/22 | 249,375 | ||||||||
250,000 | Town of Oyster Bay NY 2.000%, 08/15/23 | 246,973 | ||||||||
525,000 | Town of Stratford CT 0.956%, 08/01/24 | 501,553 | ||||||||
250,000 | Village of Tarrytown NY 2.000%, 10/15/23 | 245,316 | ||||||||
300,000 | Virginia Housing Development Authority 0.607%, 09/01/23 | 291,107 |
PRINCIPAL | VALUE | |||||||||
250,000 | West Covina Public Financing Authority 1.847%, 08/01/22 | $ | 249,979 | |||||||
400,000 | West Mifflin Sanitary Sewer Municipal Authority 1.052%, 08/01/23 | 390,255 | ||||||||
250,000 | West Mifflin Sanitary Sewer Municipal Authority 0.895%, 08/01/22 | 249,970 | ||||||||
125,000 | Wichita Falls 4B Sales Tax Corp. 1.049%, 09/01/25 | 114,758 | ||||||||
340,000 | Williamston Community Schools School District 1.050%, 05/01/25 | 322,111 | ||||||||
|
|
| ||||||||
15,588,624 | ||||||||||
|
|
| ||||||||
Utilities (0.3%) | ||||||||||
505,000 | Augusta GA Water & Sewer Revenue 4.300%, 10/01/26 | 508,890 | ||||||||
135,000 | City of Fountain Company Electric Water & Wastewater Utility Enterprise Revenue 0.930%, 12/01/23 | 130,188 | ||||||||
100,000 | City of Fountain Company Electric Water & Wastewater Utility Enterprise Revenue 0.870%, 12/01/22 | 99,199 | ||||||||
260,000 | Twin Lakes Regional Sewer District 0.570%, 07/01/23 | 252,748 | ||||||||
|
|
| ||||||||
991,025 | ||||||||||
|
|
| ||||||||
TOTAL MUNICIPAL OBLIGATIONS (Cost $17,360,056) | 16,822,852 | |||||||||
|
|
| ||||||||
RESIDENTIAL MORTGAGE BACKED SECURITIES (1.2%) | ||||||||||
1,153,981 | BANK 2019-BNK16 3.933%, 02/15/52 | 1,148,566 | ||||||||
185,260 | CSAIL 2017-CX9 Commercial Mortgage Trust 3.054%, 09/15/50 | 184,272 | ||||||||
1,637,810 | GS Mortgage-Backed Securities Corp. Trust 2021-PJ4* 2.500%, 09/25/51 | 1,517,795 | ||||||||
617,951 | GS Mortgage-Backed Securities Trust 2021-PJ11* 2.500%, 04/25/52 | 572,571 | ||||||||
859,581 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 3.773%, 04/15/47 | 853,983 | ||||||||
117,995 | Wells Fargo Commercial Mortgage Trust 2015-LC20 2.678%, 04/15/50 | 117,995 | ||||||||
82,976 | WFRBS Commercial Mortgage Trust 2014-LC14 3.522%, 03/15/47 | 82,632 | ||||||||
|
|
| ||||||||
TOTAL RESIDENTIAL MORTGAGE BACKED SECURITIES (Cost $4,692,794) | 4,477,814 | |||||||||
|
|
|
See accompanying Notes to Schedule of Investments
88
Calamos Short-Term Bond Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
NUMBER OF | VALUE | |||||||||
| INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED (7.0%) | |||||||||
5,229,475 | JPMorgan Prime Money Market Fund - Capital Class, 0.400%*** | $ | 5,229,475 | |||||||
21,811,468 | State Street Navigator Securities Lending Government Money Market Portfolio, 2.001% | 21,811,468 | ||||||||
|
| |||||||||
TOTAL INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED (Cost $27,040,943) | 27,040,943 | |||||||||
|
| |||||||||
| TOTAL INVESTMENTS (105.6%) | 407,387,460 | ||||||||
|
| |||||||||
| PAYABLE UPON RETURN OF SECURITIES ON LOAN (-7.0%) | (27,040,943 | ) | |||||||
|
| |||||||||
OTHER ASSETS, LESS LIABILITIES (1.4%) | 5,618,289 | |||||||||
|
| |||||||||
NET ASSETS (100.0%) | $ | 385,964,806 | ||||||||
|
|
NOTES TO SCHEDULE OF INVESTMENTS
* | Securities issued and sold pursuant to a Rule 144A transaction are exempted from the registration requirement of the Securities Act of 1933, as amended. These securities may only be sold to qualified institutional buyers (QIBs), such as the Fund. Any resale of these securities must generally be effected through a sale that is registered under the Act or otherwise exempted from such registration requirements. |
^ | Security, or portion of security, is on loan. |
| Variable rate security. The rate shown is the rate in effect at July 31, 2022. |
¡ | Bank loans generally are subject to mandatory and/or optional prepayment. As a result, the actual remaining maturity of bank loans may be substantially less than the stated maturities shown. |
! | This position represents an unsettled loan commitment at period end. Certain details associated with this purchase are not known prior to the settlement date, including coupon rate, which will be adjusted on settlement date. |
*** | The rate disclosed is the 7 day net yield as of July 31, 2022. |
| Represents investment of cash collateral received from securities on loan as of July 31, 2022. |
See accompanying Notes to Schedule of Investments
89
Calamos Short-Term Bond Fund
SCHEDULE OF INVESTMENTS JULY 31, 2022 (UNAUDITED)
FUTURES CONTRACTS
Number of | Description | Expiration | Notional Value | Market Value/ Unrealized Appreciation (Depreciation) | ||||||||
Buys | ||||||||||||
500,000 | U.S. Treasury Note 5-Year | Sep 2022 | $ | 568,633 | $ | 9,364 | ||||||
Sales | ||||||||||||
20,000,000 | U.S. Treasury Note 2-Year | Sep 2022 | $ | 21,046,094 | $ | (37,966 | ) |
See accompanying Notes to Schedule of Investments
90
Note 1 Organization and Significant Accounting Policies
Organization. CALAMOS INVESTMENT TRUST, a Massachusetts business trust organized December 21, 1987 (the Trust), consists of twenty series, Market Neutral Income Fund, Hedged Equity Fund, Phineus Long/Short Fund, Convertible Fund, Global Convertible Fund, Timpani Small Cap Growth Fund, Timpani SMID Growth Fund, Growth Fund, Growth and Income Fund, Dividend Growth Fund, Select Fund, International Growth Fund , Evolving World Growth Fund, Global Equity Fund, Global Opportunities Fund, International Small Cap Growth Fund (commenced operations on March 31, 2022), Global Sustainable Equities Fund (commenced operations on December 17, 2021), Total Return Bond Fund, High Income Opportunities Fund, and Short-Term Bond Fund (each a Fund and collectively the Funds). The Trust is registered under the Investment Company Act of 1940 as amended (the 1940 Act) as an open-end management investment company. The Fund is considered an investment company under U.S. GAAP and follows the accounting and reporting guidance applicable to investment companies. The Trust currently offers Class A, Class C (except Timpani SMID Growth Fund), and Class I shares of each of the Funds (except Short-Term Bond Fund). Class C shares are currently not offered for sale on Timpani Small Cap Growth Fund. Class R6 shares are offered in Market Neutral Income Fund, Timpani Small Cap Growth Fund, Timpani SMID Growth Fund, Growth and Income Fund, International Growth Fund, Global Equity Fund, International Small Cap Growth Fund, and Global Sustainable Equities Fund only.
Significant Accounting Policies. The Schedules of Investments have been prepared in conformity with accounting principles generally accepted in the United States of America (U.S. GAAP). The Funds are considered investment companies under U.S. GAAP and follow the accounting and reporting guidance applicable to investment companies. The following summarizes the significant accounting policies of the Funds:
Fund Valuation. The valuation of the Funds investments is in accordance with policies and procedures adopted by and under the ultimate supervision of the board of trustees.
Fund securities that are traded on U.S. securities exchanges, except option securities, are valued at the official closing price, which is the last current reported sales price on its principal exchange at the time each Fund determines its net asset value (NAV). Securities traded in the over-the-counter market and quoted on The NASDAQ Stock Market are valued at the NASDAQ Official Closing Price, as determined by NASDAQ, or lacking a NASDAQ Official Closing Price, the last current reported sale price on NASDAQ at the time a Fund determines its NAV. When a last sale or closing price is not available, equity securities, other than option securities, that are traded on a U.S. securities exchange and other equity securities traded in the over-the-counter market are valued at the mean between the most recent bid and asked quotations on its principal exchange in accordance with guidelines adopted by the board of trustees. Each option security traded on a U.S. securities exchange is valued at the mid-point of the consolidated bid/ask quote for the option security, also in accordance with guidelines adopted by the board of trustees. Each over-the-counter option that is not traded through the Options Clearing Corporation is valued either by an independent pricing agent approved by the board of trustees or based on a quotation provided by the counterparty to such option under the ultimate supervision of the board of trustees.
Fixed income securities, bank loans, certain convertible preferred securities, and non-exchange traded derivatives are normally valued by independent pricing services or by dealers or brokers who make markets in such securities. Valuations of such fixed income securities, bank loans, certain convertible preferred securities, and non-exchange traded derivatives consider yield or price of equivalent securities of comparable quality, coupon rate, maturity, type of issue, trading characteristics and other market data and do not rely exclusively upon exchange or over-the-counter prices.
Trading on European and Far Eastern exchanges and over-the-counter markets is typically completed at various times before the close of business on each day on which the New York Stock Exchange (NYSE) is open. Each security trading on these exchanges or in over-the-counter markets may be valued utilizing a systematic fair valuation model provided by an independent pricing service approved by the board of trustees. The valuation of each security that meets certain criteria in relation to the valuation model is systematically adjusted to reflect the impact of movement in the U.S. market after the foreign markets close. Securities that do not meet the criteria, or that are principally traded in other foreign markets, are valued as of the last reported sale price at the time the respective Fund determines its NAV, or when reliable market prices or quotations are not readily available, at the mean between the most recent bid and asked quotations as of the close of the appropriate exchange or other designated time. Trading of foreign securities may not take place on every NYSE business day. In addition, trading may take place in various foreign markets on Saturdays or on other days when the NYSE is not open and on which the respective Funds NAV is not calculated.
If the pricing committee determines that the valuation of a security in accordance with the methods described above is not reflective of a fair value for such security, the security is valued at a fair value by the pricing committee, under the ultimate supervision of the board of trustees, following the guidelines and/or procedures adopted by the board of trustees.
Each Fund also may use fair value pricing, pursuant to guidelines adopted by the board of trustees and under the ultimate supervision of the board of trustees, if trading in the security is halted or if the value of a security it holds is materially affected by events occurring before the Funds pricing time but after the close of the primary market or exchange on which the security is listed. Those procedures may utilize valuations furnished by pricing services approved by the board of trustees, which may be based on market transactions for comparable securities and various relationships between securities that are generally recognized by institutional traders, a computerized matrix system, or appraisals derived from information concerning the securities or similar securities received from recognized dealers in those securities.
When fair value pricing of securities is employed, the prices of securities used by the Fund to calculate its NAV may differ from market quotations or official closing prices. There can be no assurance that the Fund could purchase or sell a portfolio security at the price used to calculate the Funds net asset value (NAV).
Foreign Currency Translation. Values of investments and other assets and liabilities denominated in foreign currencies are translated into U.S. dollars using a rate quoted by a major bank or dealer in the particular currency market, as reported by a recognized quotation dissemination service.
Option Transactions. For hedging and investment purposes, each Fund may purchase or write (sell) put and call options. One of the risks associated with purchasing an option is that the Fund pays a premium whether or not the option is exercised. Additionally, the Fund bears the risk of loss of premium and change in value should the counterparty not perform under the contract. The Fund as writer of an option bears the market risk of an unfavorable change in the price of the security underlying the written option.
Forward Foreign Currency Contracts. Each Fund may engage in portfolio hedging with respect to changes in currency exchange rates by entering into forward foreign currency contracts to purchase or sell currencies. A forward foreign currency contract is a commitment to purchase or sell a foreign currency at a future date at a negotiated forward rate. Risks associated with such contracts include, among other things, movement in the value of the foreign currency relative to the U.S. dollar and the ability of the counterparty to perform. The net unrealized gain, if any, represents the credit risk to the Fund on a forward foreign currency contract. The contracts are valued daily at forward foreign exchange rates.
As of July 31, 2022, the Fund had outstanding forward foreign currency contracts as listed on the Schedule of Investments.
Note 2 Investments
The cost basis of investments (excluding Investments of Collateral for Securities on Loan) for federal income tax purposes at July 31, 2022 was as follows:*
FUND | COST BASIS OF INVESTMENTS | GROSS UNREALIZED APPRECIATION | GROSS UNREALIZED DEPRECIATION | NET UNREALIZED APPRECIATION (DEPRECIATION) | ||||||||||||
Market Neutral Income Fund | $ | 14,312,127,799 | $ | 2,813,771,816 | $ | (2,113,908,161 | ) | $ | 699,863,655 | |||||||
Hedged Equity Fund | 565,078,833 | 129,162,041 | (40,663,578 | ) | 88,498,463 | |||||||||||
Phineus Long/Short Fund | 453,469,622 | 45,859,166 | (57,998,746 | ) | (12,139,580 | ) | ||||||||||
Convertible Fund | 1,220,848,359 | 118,877,145 | (121,801,535 | ) | (2,924,390 | ) | ||||||||||
Global Convertible Fund | 188,331,930 | 9,825,876 | (31,299,968 | ) | (21,474,092 | ) | ||||||||||
Timpani Small Cap Growth Fund | 292,330,770 | 59,688,846 | (5,754,705 | ) | 53,934,141 | |||||||||||
Timpani SMID Growth Fund | 13,811,280 | 3,011,713 | (397,182 | ) | 2,614,531 | |||||||||||
Growth Fund | 914,733,284 | 416,415,216 | (63,303,164 | ) | 353,112,052 | |||||||||||
Growth and Income Fund | 1,572,771,238 | 930,465,925 | (45,577,873 | ) | 884,888,052 | |||||||||||
Dividend Growth Fund | 12,138,139 | 6,193,781 | (306,951 | ) | 5,886,830 | |||||||||||
Select Fund | 33,162,879 | 10,718,427 | (1,304,810 | ) | 9,413,617 | |||||||||||
International Growth Fund | 175,641,796 | 30,697,227 | (13,520,922 | ) | 17,176,305 | |||||||||||
Evolving World Growth Fund | 391,927,772 | 34,691,509 | (35,602,245 | ) | (910,736 | ) | ||||||||||
Global Equity Fund | 61,198,186 | 22,087,464 | (2,188,241 | ) | 19,899,223 | |||||||||||
Global Opportunities Fund | 202,019,679 | 40,151,575 | (10,582,064 | ) | 29,569,511 | |||||||||||
International Small Cap Growth Fund | 1,708,612 | 27,222 | (210,501 | ) | (183,279 | ) | ||||||||||
Global Sustainable Equities Fund | 7,703,163 | 56,955 | (896,319 | ) | (839,364 | ) | ||||||||||
Total Return Bond Fund | 38,928,316 | 129,809 | (2,906,917 | ) | (2,777,108 | ) | ||||||||||
High Income Opportunities Fund | 44,877,840 | 234,819 | (4,175,695 | ) | (3,940,876 | ) | ||||||||||
Short-Term Bond Fund | 421,204,631 | 225,960 | (14,071,733 | ) | (13,845,773 | ) |
* | Because tax adjustments are calculated annually, the above table does not reflect tax adjustments. For the previous fiscal years federal income tax information, please refer to the Notes to Financial Statements section in the Funds most recent semi-annual or annual report. |
Note 3 Short Sales
Securities sold short represent obligations to deliver the securities at a future date. A Fund may sell a security it does not own in anticipation of a decline in the value of that security before the delivery date. When the Fund sells a security short, it must borrow the security sold short and deliver it to the broker-dealer through which it made the short sale. Dividends paid on securities sold short are disclosed as an expense on the Statements of Operations. A gain, limited to the price at which the Fund sold the security short, or a loss, unlimited in size, will be realized upon the termination of a short sale.
To secure its obligation to deliver to the broker-dealer the securities sold short, the Fund must segregate an amount of cash or liquid securities with its custodian equal to any excess of the current market value of the securities sold short over any cash or liquid securities deposited as collateral with the broker in connection with the short sale (not including the proceeds of the short sale). As a result of that requirement, the Fund will not gain any leverage merely by selling short, except to the extent that it earns interest or other income or gains on the segregated cash or liquid securities while also being subject to the possibility of gain or loss from the securities sold short.